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Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
JIN, Xisong
;
Nadal de Simone, Francisco
2011
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https://hdl.handle.net/10993/9719
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Disciplines :
Finance
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
Language :
English
Title :
Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
Publication date :
August 2011
Source :
http://www.bcl.lu/fr/publications/cahiers_etudes/65/BCLWP065.pdf
Available on ORBilu :
since 30 October 2013
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