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This paper describes a corporate sector vulnerability indicator, the expected number of defaults...

This paper computes the default probabilities implicit in the prices of Brady bonds of seven...

This paper studies the factors that have influenced countries' participation in IMF drawing...

Debt relief and penalties are discussed in connection with sovereign-country loans. We focus on...

This paper derives risk indicators for the major Chilean banks based on contingent claims...

This paper reviews a number of different techniques for estimating default probabilities from the...