Título:

Systemic Risk Analysis Using Forward-Looking Distance-to-Default Series

Autor:

Martín Saldías (Bank of Portugal)

Revista:

Journal Of Financial Stability

Ano:

2013

Volume:

9

Páginas:

498-517

Códigos JEL:

G13 - Contingent Pricing; Futures Pricing
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
G33 - Bankruptcy; Liquidation