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May 24, 2013

The Search found 5 of 10958 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: Cihák, 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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