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December 20, 2014
 

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Subject/Keyword: contingent claims analysis

 
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1. 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
 

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