Your search returned 51 results.

21.
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working Papers; Working Paper ; No. 06/104Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2006Online access: IMF e-Library | IMF Book Store Availability: No items available :

22.
Idiosyncratic and Systemic Risk in the European Corporate Sector [electronic resource] : A CDO Perspective / Yinqiu Lu.

by Lu, Yinqiu | Chan-Lau, Jorge A | Lu, Yinqiu.

Series: IMF Working Papers; Working Paper ; No. 06/107Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2006Online access: IMF e-Library | IMF Book Store Availability: No items available :

23.
Currency Mismatches and Corporate Default Risk [electronic resource] : Modeling, Measurement, and Surveillance Applications / Andre Santos.

by Santos, Andre | Chan-Lau, Jorge A | Santos, Andre.

Series: IMF Working Papers; Working Paper ; No. 06/269Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2006Online access: IMF e-Library | IMF Book Store Availability: No items available :

24.
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions [electronic resource] / Li L Ong.

by Ong, Li L | Chan-Lau, Jorge A | Ong, Li L.

Series: IMF Working Papers; Working Paper ; No. 06/139Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2006Online access: IMF e-Library | IMF Book Store Availability: No items available :

25.
Fundamentals-Based Estimation of Default Probabilities - A Survey [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working Papers; Working Paper ; No. 06/149Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2006Online access: IMF e-Library | IMF Book Store Availability: No items available :

26.
Distance-to-Default in Banking [electronic resource] : A Bridge Too Far? / Amadou N R Sy.

by Sy, Amadou N.R | Chan-Lau, Jorge A | Sy, Amadou N.R.

Series: IMF Working Papers; Working Paper ; No. 06/215Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2006Online access: IMF e-Library | IMF Book Store Availability: No items available :

27.
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working Papers; Working Paper ; No. 06/148Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2006Online access: IMF e-Library | IMF Book Store Availability: No items available :

28.
Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic [electronic resource] / Hemant Shah.

by Shah, Hemant | Bannister, Geoffrey J | Carvajal, Ana | Chan-Lau, Jorge A | Guerra, Ivan | Shah, Hemant.

Series: IMF Working Papers; Working Paper ; No. 07/288Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2007Online access: IMF e-Library | IMF Book Store Availability: No items available :

29.
Recent Advances in Credit Risk Modeling [electronic resource] / Jose Giancarlo Gasha.

by Gasha, Jose Giancarlo | Capuano, Christian | Chan-Lau, Jorge A | Gasha, Jose Giancarlo | Medeiros, Carlos I | Santos, Andre | Souto, Marcos.

Series: IMF Working Papers; Working Paper ; No. 09/162Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2009Online access: IMF e-Library | IMF Book Store Availability: No items available :

30.
Regulatory Capital Charges for Too-Connected-to-Fail Institutions [electronic resource] : A Practical Proposal / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working Papers; Working Paper ; No. 10/98Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2010Online access: IMF e-Library | IMF Book Store Availability: No items available :

31.
The Global Financial Crisis and its Impact on the Chilean Banking System [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working Papers; Working Paper ; No. 10/108Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2010Online access: IMF e-Library | IMF Book Store Availability: No items available :

32.
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working Papers; Working Paper ; No. 10/107Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2010Online access: IMF e-Library | IMF Book Store Availability: No items available :

33.
Public Debt Sustainability and Management in a Compound Option Framework [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A | Santos, Andre.

Series: IMF Working Papers; Working Paper ; No. 10/2Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2010Online access: IMF e-Library | IMF Book Store Availability: No items available :

34.
Policy Instruments to Lean Against the Wind in Latin America [electronic resource] / G Terrier.

by Terrier, G | Chan-Lau, Jorge A | Fernandez Valdovinos, Carlos | Garcia-Escribano, Mercedes | Medeiros, Carlos I | Tang, Man-Keung | Terrier, G | Tovar Mora, Camilo E | Valdes, Rodrigo O | Vera Martin, Mercedes | Walker, W. Christopher.

Series: IMF Working Papers; Working Paper ; No. 11/159Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2011Online access: IMF e-Library | IMF Book Store Availability: No items available :

35.
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working Papers; Working Paper ; No. 12/124Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2012Online access: IMF e-Library | IMF Book Store Availability: No items available :

36.
Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A | Liu, Estelle X | Schmittmann, Jochen M.

Series: IMF Working Papers; Working Paper ; No. 12/174Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2012Online access: IMF e-Library | IMF Book Store Availability: No items available :

37.
Dynamic Loan Loss Provisioning [electronic resource] : Simulationson Effectiveness and Guide to Implementation / Torsten Wezel.

by Wezel, Torsten | Chan-Lau, Jorge A | Columba, Francesco | Wezel, Torsten.

Series: IMF Working Papers; Working Paper ; No. 12/110Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2012Online access: IMF e-Library | IMF Book Store Availability: No items available :

38.
Market-Based Structural Top-Down Stress Tests of the Banking System [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working Papers; Working Paper ; No. 13/88Material type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2013Online access: IMF e-Library | IMF Book Store Availability: No items available :

39.
Assessing Corporate Vulnerabilities in Indonesia [electronic resource] : A Bottom-Up Default Analysis.

by Chan-Lau, Jorge A.

Series: IMF Working PapersMaterial type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2017Online access: IMF e-Library | IMF Book Store Availability: No items available :

40.
Lasso Regressions and Forecasting Models in Applied Stress Testing [electronic resource] / Jorge A Chan-Lau.

by Chan-Lau, Jorge A.

Series: IMF Working PapersMaterial type: Text Text; Format: available online remote; Literary form: Not fiction Publication details: Washington, D.C. : International Monetary Fund, 2017Online access: IMF e-Library | IMF Book Store Availability: No items available :

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