Gapen, Michael T.
The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer / Michael T. Gapen, Dale F. Gray and Cheng Hoon Lim - Washington D. C. : International Monetary Fund (IMF) , 2004 - 43p. : ill.; 26 cm. - IMF working paper No. 04-121 .
Includes bibliographical references
Financial system
Credit risk
Contingent claim approach
Economic analysis
Corporate sector
UN IMF Wp-04-121
The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer / Michael T. Gapen, Dale F. Gray and Cheng Hoon Lim - Washington D. C. : International Monetary Fund (IMF) , 2004 - 43p. : ill.; 26 cm. - IMF working paper No. 04-121 .
Includes bibliographical references
Financial system
Credit risk
Contingent claim approach
Economic analysis
Corporate sector
UN IMF Wp-04-121