The END : A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

The END : A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
This paper describes a corporate sector vulnerability indicator, the expected number of defaults (END), based on the joint occurrence of defaults among a number of firms and/or institutions. The END indicator is general enough to assess systemic risk in the corporate and financial sectors, as well as systemic sovereign risk; and is also forward... READ MORE...

Publication date: December 2005
ISBN 9781451862508
$15.00

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