Series: IMF Working Papers
Author(s): Renzo Avesani
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 December 2005
Keywords: Large Complex Financial Institutions, financial institutions, probability, probabilities, correlation, Financial Institutions and Services: Government Policy and Regulation,
This paper presents background work that has been the basis for the development of the market and credit risk indicators (MRI and CRI, respectively) as published in the IMF's Global Financial Stability Report (GFSR...