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Portfolio Credit Risk and Macroeconomic Shocks
			: Applications to Stress Testing Under Data-Restricted Environments

Portfolio Credit Risk and Macroeconomic Shocks : Applications to Stress Testing Under Data-Restricted Environments »

Volume/Issue: 2006/283

Series: IMF Working Papers

Author(s): Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

DOI: http://dx.doi.org/10.5089/9781451865431.001

ISBN: 9781451865431

Keywords: Portfolio credit risk measurement, macroeconomic shock measurement, multivariate density estimation, entropy distribution, credit risk, probability, equation, probabilities, Econometric and Statistical Methods: Other, Model Evaluation and Selection

Portfolio credit risk measurement is greatly affected by data constraints, especially when focusing on loans given to unlisted firms. Standard methodologies adopt convenient, but not necessarily properly specified...

Control de la contaminación
			:  mediante el uso de impuestos y licencias negociables

Control de la contaminación : mediante el uso de impuestos y licencias negociables »

Series: Economic Issues

Author(s): Valerie Reppelin , and John Norregaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 November 2001

Language: Spanish

DOI: http://dx.doi.org/10.5089/9781589060029.051

ISBN: 9781589060029

Se examinan diferentes formas de controlar la contaminación a través de impuestos o licencias 'verdes' y se evalúan sus ventajas y desventajas. Si bien muchos países utilizan impuestos ambientales, el interés en lo...

Control de la contaminación

Control de la contaminación »

Source: Control de la contaminación : mediante el uso de impuestos y licencias negociables

Series: Economic Issues

Author(s): Valerie Reppelin , and John Norregaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 November 2001

Language: Spanish

ISBN: 9781589060029

En una reunión celebrada en Kioto, Japón, en diciembre de 1997, 160 países convinieron en reducir las emisiones de dióxido de carbono y otros gases que producen el efecto de inverna...

Back Matter

Back Matter »

Source: Control de la contaminación : mediante el uso de impuestos y licencias negociables

Series: Economic Issues

Author(s): Valerie Reppelin , and John Norregaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 November 2001

Language: Spanish

ISBN: 9781589060029

Se examinan diferentes formas de controlar la contaminación a través de impuestos o licencias 'verdes' y se evalúan sus ventajas y desventajas. Si bien muchos países utilizan impuestos ambientales, el interés en lo...

Front Matter

Front Matter »

Source: Control de la contaminación : mediante el uso de impuestos y licencias negociables

Series: Economic Issues

Author(s): Valerie Reppelin , and John Norregaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 November 2001

Language: Spanish

ISBN: 9781589060029

Se examinan diferentes formas de controlar la contaminación a través de impuestos o licencias 'verdes' y se evalúan sus ventajas y desventajas. Si bien muchos países utilizan impuestos ambientales, el interés en lo...

Lutter contre la pollution
			: Écotaxes et permis négociables

Lutter contre la pollution : Écotaxes et permis négociables »

Series: Economic Issues

Author(s): Valerie Reppelin , and John Norregaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 July 2001

Language: French

DOI: http://dx.doi.org/10.5089/9781589060012.051

ISBN: 9781589060012

Keywords: tradable permits, pollution, carbon dioxide, carbon dioxide emissions, pollutant, pollution control, emission, greenhouse gas, tradable permit, dioxide emissions

Explores different ways of controlling pollution through -green-taxes or permits, and evaluates their advantages and disadvantages. While many countries use environmental taxes, interest in tradable permits is grow...

Back Matter

Back Matter »

Source: Lutter contre la pollution : Écotaxes et permis négociables

Series: Economic Issues

Author(s): Valerie Reppelin , and John Norregaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 July 2001

Language: French

ISBN: 9781589060012

Keywords: tradable permits, pollution, carbon dioxide, carbon dioxide emissions, pollutant, pollution control, emission, greenhouse gas, tradable permit, dioxide emissions

Explores different ways of controlling pollution through -green-taxes or permits, and evaluates their advantages and disadvantages. While many countries use environmental taxes, interest in tradable permits is grow...

Front Matter

Front Matter »

Source: Lutter contre la pollution : Écotaxes et permis négociables

Series: Economic Issues

Author(s): Valerie Reppelin , and John Norregaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 July 2001

Language: French

ISBN: 9781589060012

Keywords: tradable permits, pollution, carbon dioxide, carbon dioxide emissions, pollutant, pollution control, emission, greenhouse gas, tradable permit, dioxide emissions

Explores different ways of controlling pollution through -green-taxes or permits, and evaluates their advantages and disadvantages. While many countries use environmental taxes, interest in tradable permits is grow...

Lutter contre la pollution

Lutter contre la pollution »

Source: Lutter contre la pollution : Écotaxes et permis négociables

Series: Economic Issues

Author(s): Valerie Reppelin , and John Norregaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 July 2001

Language: French

ISBN: 9781589060012

Keywords: tradable permits, pollution, carbon dioxide, carbon dioxide emissions, pollutant, pollution control, emission, greenhouse gas, tradable permit, dioxide emissions

En décembre 1997, cent soixante pays réunis à Kyoto sont convenus de réduire leurs émissions de dioxyde de carbone et d’autres gaz, à effet de serre. Le protocole de Kyoto, qui n’a...

Controlling Pollution
			: Using Taxes and Tradable Permits

Controlling Pollution : Using Taxes and Tradable Permits »

Series: Economic Issues

Author(s): John Norregaard , and Valerie Reppelin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2001

DOI: http://dx.doi.org/10.5089/9781589060005.051

ISBN: 9781589060005

Keywords: tradable permits, pollution, carbon dioxide, carbon dioxide emissions, pollutant

Explores different ways of controlling pollution through -green-taxes or permits, and evaluates their advantages and disadvantages. While many countries use environmental taxes, interest in tradable permits is grow...