Chan-Lau, Jorge A.

An option-based approach to bank vulnerabilities in emerging markets / Jorge A. Chan-Lau, Arnaud Jobert & Janet Kong - Washington : International Monetary Fund (IMF) , 2004 - 19p. : ill. ; 26 cm. - IMF working paper No. 04-33 .

Includes bibliographical references


Distance-to-default
Bangking systems
Emerging markets
Banks

UN IMF Wp-04-33