| ID | 331957 |
| Title Proper | Factor model for stress-testing with a contingent claims model of the Chilean banking system |
| Language | ENG |
| Author | Gray, Dale ; Walsh, James P. |
| `In' analytical Note | In Ali Abbas, S. M. & Sobolev, Yuri : High and volatile treasury yields in Tanzania:The role of strategic bidding and auction microstructure. Washington. World Bank, 2008.--(IMFWP/08/81) |
| Journal Source | In Ali Abbas, S. M. & Sobolev, Yuri : High and volatile treasury yields in Tanzania:The role of strategic bidding and auction microstructure. Washington. World Bank, 2008.--(IMFWP/08/81)
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| Classification Number | IMF |
| Key Words | VAR ; Credit risk ; Contingent claims analysis ; Factor model |