MPG.eBooks - Search Results

1

Bottom-Up Default Analysis of Corporate Solvency Risk : An Application to Latin America

by Chan-Lau, Jorge
Published 2017

International Monetary Fund

Subjects: “...Finance...”

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2

The END : A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

by Chan-Lau, Jorge
Published 2005

International Monetary Fund

Subjects: “...Finance...”

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3

Distance-to-Default in Banking : A Bridge Too Far?

by Sy, Amadou
Published 2006

International Monetary Fund

Subjects: “...Finance...”

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4

Extreme Contagion in Equity Markets

by Yao, James
Published 2002

International Monetary Fund

Subjects: “...International finance...”

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5

Corporate Restructuring in Japan : An Event-Study Analysis

by Chan-Lau, Jorge
Published 2001

International Monetary Fund

Subjects: “...Corporate Finance and Governance: Government Policy and Regulation...”

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6

Public Debt Sustainability and Management in a Compound Option Framework

by Chan-Lau, Jorge
Published 2010

International Monetary Fund

Subjects: “...Finance...”

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7

Regulatory Capital Charges for Too-Connected-to-Fail Institutions : A Practical Proposal

by Chan-Lau, Jorge
Published 2010

International Monetary Fund

Subjects: “...Finance...”

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8

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System

by Chan-Lau, Jorge
Published 2012

International Monetary Fund

Subjects: “...Finance...”

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9

Pension Funds and Emerging Markets

by Chan-Lau, Jorge
Published 2004

International Monetary Fund

Subjects: “...Finance...”

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10

Contagion Risk in the International Banking System and Implications for London As a Global Financial Center

by Chan-Lau, Jorge
Published 2007

International Monetary Fund

Subjects: “...Finance...”

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11

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

by Chan-Lau, Jorge
Published 2002

International Monetary Fund

Subjects: “...International finance...”

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12

Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic

by Shah, Hemant
Published 2007

International Monetary Fund

Subjects: “...Finance...”

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13

ABBA: An Agent-Based Model of the Banking System

by Chan-Lau, Jorge
Published 2017

International Monetary Fund

Subjects: “...Finance...”

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14

Market-Based Structural Top-Down Stress Tests of the Banking System

by Chan-Lau, Jorge
Published 2013

International Monetary Fund

Subjects: “...Finance...”

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15

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

by Jobert, Arnaud
Published 2004

International Monetary Fund

Subjects: “...Finance...”

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16

Dynamic Loan Loss Provisioning : Simulationson Effectiveness and Guide to Implementation

by Wezel, Torsten
Published 2012

International Monetary Fund

Subjects: “...Finance...”

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17

Fundamentals-Based Estimation of Default Probabilities - A Survey

by Chan-Lau, Jorge
Published 2006

International Monetary Fund

Subjects: “...Finance...”

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18

Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems

by Chan-Lau, Jorge
Published 2010

International Monetary Fund

Subjects: “...Finance...”

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19

Variance Decomposition Networks : Potential Pitfalls and a Simple Solution

by Chan-Lau, Jorge
Published 2017

International Monetary Fund

Subjects: “...Finance...”

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20

Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices

by Chan-Lau, Jorge
Published 2006

International Monetary Fund

Subjects: “...Corporate Finance and Governance: General...”

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