Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools

Reference : Market- and Book-Based Models of Probability of Default for Developing Macroprudentia...


	Document type :	E-prints/Working papers : Already available on another site
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/9719

Title :	Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
Language :	English
Author, co-author :	Jin, Xisong [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
	Nadal de Simone, Francisco [Banque centrale du Luxembourg]
Publication date :	Aug-2011
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/9719
source URL :	http://www.bcl.lu/fr/publications/cahiers_etudes/65/BCLWP065.pdf

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