MPG.eBooks - Search Results - "Risk"

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1

Measuring and Analyzing Sovereign Risk with Contingent Claims

by Gapen, Michael
Published 2005

International Monetary Fund

Subjects: “...Financial risk management...”

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2

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

by Gray, Dale
Published 2013

International Monetary Fund

Subjects: “...Financial risk management...”

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3

Incorporating Financial Sector Risk Into Monetary Policy Models : Application to Chile

by Luna, Leonardo
Published 2011

International Monetary Fund

Subjects: “...Financial risk management...”

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4

Systemic Contingent Claims Analysis : Estimating Market-Implied Systemic Risk

by Jobst, Andreas
Published 2013

International Monetary Fund

Subjects: “...Systemic risk...”

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5

Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System

by Gray, Dale
Published 2008

International Monetary Fund

Subjects: “...Financial Risk Management...”

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6

The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer

by Xiao, Yingbin
Published 2004

International Monetary Fund

Subjects: “...Financial Risk Management...”