Jean Salvati

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

2

DOWNLOADS

596

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (Fsap)

Number of pages: 35 Posted: 21 Jun 2006
International Monetary Fund - Monetary and Financial Systems Department, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 460 (80,118)

Abstract:

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Credit risk, Financial sector, Economic models

2.

On the Estimation of Term Structure Models and an Application to the United States

Number of pages: 63 Posted: 01 Feb 2011
affiliation not provided to SSRN, International Monetary Fund (IMF), International Monetary Fund (IMF), affiliation not provided to SSRN, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 136 (267,705)

Abstract:

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Bonds, Economic models, Interest rate structures, Interest rates, United States