Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective

Intro -- Contents -- I. INTRODUCTION -- II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS -- III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS -- IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES -- V. DATA AND EMPIRICAL FRAMEWORK -- VI. RESULTS -- VII. CONCLUSIONS -- REFERENCES.

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Year of publication:	2006
Authors:	Lu, Yinqiu
Other Persons:	Chan-Lau, Jorge A (contributor)
Publisher:	Washington : International Monetary Fund
Subject:	EU-Staaten \| EU countries \| Systemrisiko \| Systemic risk \| Risiko \| Risk \| Finanzkrise \| Financial crisis \| Europa \| Europe

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Extent:	1 online resource (18 pages)
Series:	IMF Working Papers IMF working paper ; WP/06/107
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources. ""Contents""; ""I. INTRODUCTION""; ""II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS""; ""III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS""; ""IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES""; ""V. DATA AND EMPIRICAL FRAMEWORK""; ""VI. RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES""
ISBN:	978-1-4519-0901-2 ; 978-1-4518-6367-3
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012691162