Recent advances in credit risk modeling / prepared by Christian Capuano [and others]

As is well known, most models of credit risk have failed to measure the credit risks in the context of the global financial crisis. In this context, financial industry representatives, regulators and academics worldwide have given new impetus to efforts to improve credit risk modeling for countries,...

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Capuano, Christian, 1975- (Author)
Corporate Author: International Monetary Fund. Monetary and Capital Markets Department
Format: eBook
Language:English
Published: Washington, D.C. : International Monetary Fund, ©2009.
Series:IMF working paper ; WP/09/162.
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Call Number: HG3751 .C378 2009eb
HG3751 .C378 2009eb Available