Portfolio credit risk and macroeconomic shocks
Subtitle: applications to stress testing under data-restricted environments
By: prepared by Miguel A. Segoviano Basurto and Pablo Padilla.
Contributors: Padilla, Pablo.; International Monetary Fund. Monetary and Capital Markets Dept.
Series: IMF working paper -- WP/06/283
Publisher: International Monetary Fund
Published: 2006
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 50
Subjects: Financial institutions -- Investments.; Risk management.
Notes: "December 2006."

Includes bibliographical references (p. 45-50).

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