Currency Mismatches and Corporate Default Risk : Modeling, Measurement, and Surveillance Applications /
Currency mismatches in corporate balance sheets have been singled out as an important factor underlying the severity of recent financial crises. We propose several structural models for measuring default risk for firms with currency mismatches in their asset/liability structure. The proposed models...
| Главный автор: | |
|---|---|
| Другие авторы: | |
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| Серии: | IMF Working Papers; Working Paper ;
No. 2006/269 |
| Online-ссылка: | Full text available on IMF |