Idiosyncratic and Systemic Risk in the European Corporate Sector (Record no. 152835)

000 -LEADER
fixed length control field 02349nam a22004094a 4500
001 - CONTROL NUMBER
control field WPIEA2006107
003 - CONTROL NUMBER IDENTIFIER
control field IMF
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190405165050.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 020129s2006 dcu o i00 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1451863675 :
Terms of availability 15.00 USD
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781451863673
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 1018-5941
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.5089/9781451863673.001
Source of number or code doi
035 ## - SYSTEM CONTROL NUMBER
System control number (IMF)WPIEA2006107
040 ## - CATALOGING SOURCE
Original cataloging agency DcWaIMF
Language of cataloging eng
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Lu, Yinqiu.
245 10 - TITLE STATEMENT
Title Idiosyncratic and Systemic Risk in the European Corporate Sector
Medium [electronic resource] :
Remainder of title A CDO Perspective /
Statement of responsibility, etc Yinqiu Lu.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Washington, D.C. :
Name of publisher, distributor, etc International Monetary Fund,
Date of publication, distribution, etc 2006.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (18 p.)
490 1# - SERIES STATEMENT
Series statement IMF Working Papers; Working Paper ;
Volume number/sequential designation No. 06/107
520 3# - SUMMARY, ETC.
Summary, etc Systemic risk remains a major concern to policymakers since widespread defaults in the corporate and financial sectors could pose substantial costs to society. Forward-looking measures and/or indicators of systemic default risk are thus needed to identify potential buildups of vulnerability in advance. In this paper, we explain how to construct idiosyncratic and systemic default risk indicators using the information embedded in single-tranche standardized collateralized debt obligations (STCDOs) referencing credit derivatives indices. As an illustration, both risk indicators are constructed for the European corporate sector using midprice quotes for STCDOs referencing the iTraxx Europe index.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on print version record.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Collateralized Debt Obligations
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Correlation
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Credit Derivatives Indices
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Credit Derivatives
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial Assets
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Hedge
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name United States
Source of heading or term imf
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Chan-Lau, Jorge A.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Lu, Yinqiu.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print Version:
Main entry heading Lu, Yinqiu.
Title Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective
Place, publisher, and date of publication Washington, D.C. : International Monetary Fund, 2006.
International Standard Book Number 9781451863673
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title IMF Working Papers; Working Paper ;
Volume number/sequential designation No. 06/107
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://elibrary.imf.org/view/IMF001/03229-9781451863673/03229-9781451863673/03229-9781451863673.xml">http://elibrary.imf.org/view/IMF001/03229-9781451863673/03229-9781451863673/03229-9781451863673.xml</a>
Public note IMF e-Library
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.imfbookstore.org/IMFORG/9781451863673">http://www.imfbookstore.org/IMFORG/9781451863673</a>
Public note IMF Book Store

No items available.

Powered by Koha