Identifying threshold effects in credit risk stress testing
By: prepared by J. Giancarlo Gasha and R. Armando Morales
Contributors: Morales, R. Armando.; International Monetary Fund. Monetary and Financial Systems Dept.
Publisher: International Monetary Fund, Monetary and Financial Systems Dept.
Published: 2004
Place of publication: [Washington D.C.]
Language: eng
Number of pages: 17
Subjects: Business cycles -- Econometric models.; Credit -- Econometric models.; Risk -- Econometric models.
Notes: "August 2004."