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~isPartOf:"IMF working paper"
~isPartOf:"Managing risk in the financial system"
~subject:"Bank"
~subject:"Einkommensverteilung"
~subject:"Finanzsektor"
~subject:"Optionspreistheorie"
~subject:"USA"
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Managing risk in the financial system
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Factor model for stress-testing with a contingent claims model of the Chilean banking system
Gray, Dale
;
Walsh, James P.
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2008
Persistent link: https://www.econbiz.de/10003738026
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A risk-based debt sustainability framework : incorporating balance sheets and uncertainty
Gray, Dale
;
Lim, Cheng Hoon
;
Loukoianova, Elena
; …
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2008
Persistent link: https://www.econbiz.de/10003674662
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Systemic contingent claim analysis : a model approach to systemic risk
Gray, Dale
;
Jobst, Andreas A.
- In:
Managing risk in the financial system
,
(pp. 93-110)
.
2011
Persistent link: https://www.econbiz.de/10009243278
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4
Measuring and analyzing sovereign risk with contingent claims
Gapen, Michael T.
;
Gray, Dale
;
Lim, Cheng Hoon
;
Xiao, …
-
2005
Persistent link: https://www.econbiz.de/10003218864
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5
The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer
Gapen, Michael T.
;
Gray, Dale
;
Lim, Cheng Hoon
;
Xiao, …
-
2004
Persistent link: https://www.econbiz.de/10002408336
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