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The credit risk transfer market and stability implications for U.K. financial institutions

Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., 2006. 2006

Currency mismatches and corporate default risk modeling, measurement, and surveillance applications

Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Research Dept., c2006. 2006

Distance-to-default in banking a bridge too far?

Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006

Equity returns in the banking sector in the wake of the Great Recession and the European sovereign d

Chan-Lau, Jorge A.
Washington, DC : International Monetary Fund, 2012. 2012

Fundamentals-based estimation of default probabilities a survey

Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006

Idiosyncratic and systemic risk in the European corporate sector CDO perspective

Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, 2006. 2006

Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivat

Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006

Market-based estimation of default probabilities and its application to financial market surveillanc

Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, IMF Institute, 2006. 2006