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150128 ||| eng |
| 020 |
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|a 9781451854411
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| 100 |
1 |
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|a Xiao, Yingbin
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| 245 |
0 |
0 |
|a The Contingent Claims Approach to Corporate Vulnerability Analysis
|b Estimating Default Risk and Economy-Wide Risk Transfer
|c Yingbin Xiao, Dale Gray, Cheng Lim, Michael Gapen
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2004
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| 300 |
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|a 43 pages
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| 651 |
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4 |
|a Thailand
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| 653 |
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|a Finance, Public
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| 653 |
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|a Public Administration
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| 653 |
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|a Public-Private Enterprises
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| 653 |
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|a Asset valuation
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| 653 |
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|a Finance
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| 653 |
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|a Industries: Financial Services
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| 653 |
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|a Financial statements
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| 653 |
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|a Public Enterprises
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| 653 |
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|a Public sector
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| 653 |
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|a Ownership & organization of enterprises
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| 653 |
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|a Corporate Finance and Governance: General
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| 653 |
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|a Corporate Finance
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| 653 |
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|a Business enterprises
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| 653 |
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|a Corporate sector
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| 653 |
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|a International Financial Markets
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| 653 |
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|a Accounting
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| 653 |
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|a Asset-liability management
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| 653 |
|
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|a Finance, Public; Accounting
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| 653 |
|
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|a Financial Institutions and Services: General
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| 653 |
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|a Public Sector Accounting and Audits
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| 653 |
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|a Civil service & public sector
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| 653 |
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|a Financial services industry
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| 653 |
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|a Macroeconomics
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| 653 |
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|a Financial reporting, financial statements
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| 653 |
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|a Financial Risk Management
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| 653 |
|
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|a Financial sector
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| 700 |
1 |
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|a Gray, Dale
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| 700 |
1 |
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|a Lim, Cheng
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| 700 |
1 |
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|a Gapen, Michael
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
|
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|b IMF
|a International Monetary Fund
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| 490 |
0 |
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|a IMF Working Papers
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| 028 |
5 |
0 |
|a 10.5089/9781451854411.001
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| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2004/121/001.2004.issue-121-en.xml?cid=17465-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330
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| 520 |
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|a In this paper, we examine the ability of the contingent claims approach (CCA) to identify corporate sector and economy-wide vulnerabilities. We apply the Moody's MfRisk model, which uses aggregated CCA principles, to assess vulnerabilities retroactively in two historical country cases. The results indicate that the method may prove helpful in identifying corporate sector vulnerabilities and estimating the associated value of risk transfer across interrelated balance sheets of the corporate, financial, and public sectors
|