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Short- and long-term effects of accidental oil pollution in waters of the Nordic countries

Short- and long-term effects of accidental oil pollution in waters of the Nordic countries »

Series: Nordic Council of Ministers

Publisher: Nordic Council of Ministers

Publication Date: 01 June 2008

ISBN: 9789289316705

Keywords: Nordic, Norden, Baltic, Baltics, Environmental Impact Assessments, Accidental Oil Spills in Nordic Areas, Risk for Major Accidents, Senistivity Atlases, Nordic Seas Have Specific Habitats, Different Sensitivities to Oil Spills

The main objective of the present report is to support Nordic Countries with environmental impact assessments of accidental oil spills in Nordic areas, in the work to control and reduce the cause of these effects....

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...