Portfolio credit risk and macroeconomic shocks [electronic resource] : applications to stress testing under data-restricted environments / prepared by Miguel A. Segoviano Basurto and Pablo Padilla.
Material type:
TextSeries: IMF working paper ; WP/06/283.Publication details: [Washington, D.C.] : International Monetary Fund, 2006.Description: 50 p. : illSubject(s): Genre/Form: LOC classification: - HB615 .S44 2006eb
"December 2006."
Includes bibliographical references (p. 45-50).
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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