1
by Chan-Lau, Jorge
Published 2017
International Monetary Fund
... vulnerabilities could pose major risks to the economy. This paper assesses corporate vulnerabilities in Indonesia...

2
by Jobert, Arnaud
Published 2004
International Monetary Fund
...We measure bank vulnerability in emerging markets using the distance-to-default, a risk-neutral...

3
by Chan-Lau, Jorge
Published 2005
International Monetary Fund
...This paper describes a corporate sector vulnerability indicator, the expected number of defaults...

4
by Chan-Lau, Jorge
Published 2010
International Monetary Fund
..., and provides evidence that could help strengthen work on vulnerability indicators and off-site supervision...

5
by Lu, Yinqiu
Published 2006
International Monetary Fund
... of systemic default risk are thus needed to identify potential buildups of vulnerability in advance...

6
by Chan-Lau, Jorge
Published 2017
International Monetary Fund
... that different decomposition methods yield substantially different systemic risk and vulnerability rankings...

7
by Chan-Lau, Jorge
Published 2010
International Monetary Fund
...The 2008/9 financial crisis highlighted the importance of evaluating vulnerabilities owing...