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  • Search: subject:"joint probability functions"
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credit default swap 1 deposits in foreign countries 1 financial stability 1 joint probability functions 1 probability of default 1 risk indicators 1
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Book / Working Paper 1
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Undetermined 1
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Rodriguez, Verónica 1
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Departamento de Economía, Facultad de Ciencias Sociales 1
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Indicadores de riesgo de crédito derivado de los depósitos bancarios constituidos en el exterior
Rodriguez, Verónica - Departamento de Economía, Facultad de Ciencias Sociales - 2012
This document presents a set of indicators designed to measure the credit risk implicit in the deposits maintained by domestic financial institutions in foreign countries. It discusses the theoretical definition of the indicators, the software implementation and a case of study based on the...
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