Scenario Analysis with the DD-PD Mapping Approach : Stock Market Shocks and U.S. Corporate Default Risk
Year of publication: |
[2022]
|
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Authors: | Chan-Lau, Jorge A. |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | Schock | Shock | Aktienmarkt | Stock market | Szenariotechnik | Scenario analysis | Kreditrisiko | Credit risk | Börsenkurs | Share price | Insolvenz | Insolvency |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Series: | IMF Working Paper ; No. 2021/143 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2021 erstellt |
Other identifiers: | 10.2139/ssrn.4026319 [DOI] |
Classification: | F31 - Foreign Exchange ; E26 - Informal Economy; Underground Economy |
Source: | ECONIS - Online Catalogue of the ZBW |
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