These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the H63 classification. (sorted by date) Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending by Damiano Brigo of King's College, London (402K PDF) -- 47 pages -- November 8, 2011 A Stochastic Framework for Public Debt Sustainability Analysis by Gabriel Di Bella of the International Monetary Fund (525K PDF) -- 28 pages -- March 2008 Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach by Oya Celasun of the International Monetary Fund, Xavier Debrun of the International Monetary Fund, and Jonathan D. Ostry of the International Monetary Fund (771K PDF) -- 54 pages -- March 2006 An Integrated Pricing Model for Defaultable Loans and Bonds by Mario Onorato of City University (London), and Edward I. Altman of New York University (532K PDF) - 21 pages -- March 2005 Default Premia on European Government Debt by Ingunn M. Lønning of the Norges Bank (107K PDF) -- 41 pages -- December 1999
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