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April 23, 2014
 

The Search found 5 of 13349 documents sorted by Date with the following criteria:
Subject/Keyword: Contingent Claims

 
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1. Title: From Subprime Loans to Subprime Growth? Evidence for the Euro Area
  Author/Editor: Cih├ík, Martin ; Koeva Brooks, Petya
  Series: Working Paper No. 09/69
  Published: March 01, 2009
  Subject(s): Credit risk | Euro Area | Financial sector | Real sector | Banking | Demand for money | Interest rates | Financial risk | Economic models
  Author's Keyword(s): Euro area | financial sector | real sector | linkages | contingent claims approach
 
2. Title: Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System
  Author/Editor: Gray, Dale F. ; Walsh, James P
  Series: Working Paper No. 08/89
  Published: April 01, 2008
  Subject(s): Banking systems | Chile | Pricing policy | Capital markets | Credit risk | Economic models
  Author's Keyword(s): contingent claims analysis | credit risk | factor model | VAR
 
3. Title: A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty
  Author/Editor: Gray, Dale F. ; Loukoianova, Elena ; Malone, Samuel W. ; Lim, Cheng Hoon
  Series: Working Paper No. 08/40
  Published: February 01, 2008
  Subject(s): Risk management | Public sector | Public debt | Reserve management policy
  Author's Keyword(s): Sovereign risk | contingent claims | debt sustainability | risk management | balance sheets
 
4. Title: Measuring Sovereign Risk in Turkey: An Application of the Contingent Claims Approach
  Author/Editor: Keller, Christian ; Kunzel, Peter ; Souto, Marcos
  Series: Working Paper No. 07/233
  Published: October 01, 2007
  Subject(s): Public debt | Turkey | Credit risk | Economic indicators | Economic models
  Author's Keyword(s): Turkey | Sovereign Risk | Contingent Claims
 
5. Title: Measuring and Analyzing Sovereign Risk with Contingent Claims
  Author/Editor: Gapen, Michael T. ; Gray, Dale F. ; Lim, Cheng Hoon ; Xiao, Yingbin
  Series: Working Paper No. 05/155
  Published: August 01, 2005
  Subject(s): Debt sustainability analysis | Risk premium | Economic models
  Author's Keyword(s): Sovereign risk | contingent claims | debt sustainability | risk management
 

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