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1
Assessment of corporate sector value and
vulnerability
: links to exchange rate and financial crises
by
Gray, Dale
Published 1999
World Bank
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2
The Contingent Claims Approach to Corporate
Vulnerability
Analysis : Estimating Default Risk and Economy-Wide Risk Transfer
by
Xiao, Yingbin
Published 2004
International Monetary Fund
“
... sector and economy-wide
vulnerabilities
. We apply the Moody's MfRisk model, which uses aggregated CCA...
”
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3
Incorporating Financial Sector Risk Into Monetary Policy Models : Application to Chile
by
Luna, Leonardo
Published 2011
International Monetary Fund
“
...This paper builds a model of financial sector
vulnerability
and integrates it into a macroeconomic...
”
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4
Measuring and Analyzing Sovereign Risk with Contingent Claims
by
Gapen, Michael
Published 2005
International Monetary Fund
“
... traditional macroeconomic
vulnerability
indicators and accounting-based measures do not address risk in a...
”
Read Now
5
International Transmission of Bank and Corporate Distress
by
N'Diaye, Papa
Published 2010
International Monetary Fund
“
... economies has. In contrast, activity in advanced economies is more
vulnerable
to bank distress than...
”
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330 - Economics
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338 - Production
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5
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International Monetary Fund
4
World Bank E-Library Archive
1
Author
Gray, Dale
Gapen, Michael
2
Lim, Cheng
2
Xiao, Yingbin
2
Garcia, Carlos
1
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