The Resource The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer, prepared by Michael T. Gapen, Dale F. Gray, Cheng Hoon Lim, and Yingbin Xiao

The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer, prepared by Michael T. Gapen, Dale F. Gray, Cheng Hoon Lim, and Yingbin Xiao

Label
The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer
Title
The contingent claims approach to corporate vulnerability analysis
Title remainder
estimating default risk and economy-wide risk transfer
Statement of responsibility
prepared by Michael T. Gapen, Dale F. Gray, Cheng Hoon Lim, and Yingbin Xiao
Creator
Contributor
Author
Issuing body
Subject
Language
eng
Summary
In this paper, we examine the ability of the contingent claims approach (CCA) to identify corporate sector and economy-wide vulnerabilities. We apply the Moody's MfRisk model, which uses aggregated CCA principles, to assess vulnerabilities retroactively in two historical country cases. The results indicate that the method may prove helpful in identifying corporate sector vulnerabilities and estimating the associated value of risk transfer across interrelated balance sheets of the corporate, financial, and public sectors
Member of
Action
digitized
Cataloging source
OCLCE
Dewey number
658.1526
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 no.04/121
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
IMF working paper
Series volume
WP/04/121
Label
The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer, prepared by Michael T. Gapen, Dale F. Gray, Cheng Hoon Lim, and Yingbin Xiao
Publication
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 41-43)
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
ocn647476971
Dimensions
unknown
Extent
1 online resource (43 pages)
File format
one file format
Form of item
online
Isbn
9781451899788
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/recordID
.b37164557
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • (OCoLC)647476971
  • imf1451854412
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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