Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U. S. Corporate Default Risk |
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| Author:
| Chan-Lau, Jorge |
| Series title: | IMF Working Papers |
| ISBN: | 978-1-5135-9059-2 |
| Publication Date: | May 2021 |
| Publisher: | International Monetary Fund
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| Book Format: | Ebook |
| List Price: | Contact Supplier contact
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Book Description:
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Scenario analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk
Scenario analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk