Dale F. Gray

Identifiers

Open LibraryOL3336606A

Top Subjects

Risk management (2)
Financial crises (2)
Business/Economics (1)
Corporations (1)
Valuation (1)
Mathematical models (1)
Investment & securities (1)

Books by Dale F. Gray

Total count: 9

Assessment of Corporate Sector Value and VulnerabilityLinks to Exchange Rate and Financial Crises (World Bank Technical Paper)

World Bank Publications1999-10-01
Contingent Claims Approach to Corporate Vulnerability AnalysisEstimating Default Risk and Economy-Wide Risk Transfer

International Monetary Fund2004-01-01
Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System

International Monetary Fund2008-01-01
Risk-Based Debt Sustainability FrameworkIncorporating Balance Sheets and Uncertainty

International Monetary Fund2008-01-01
International Transmission of Bank and Corporate Distress

International Monetary Fund2010-01-01
Incorporating Financial Sector Risk into Monetary Policy ModelsApplication to Chile

International Monetary Fund2011-01-01
Systemic Contingent Claims Analysis - Estimating Market-Implied Systemic Risk

International Monetary Fund2013-01-01
Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

International Monetary Fund2013-01-01
Systemic Contingent Claims AnalysisEstimating Market-Implied Systemic Risk

International Monetary Fund2013-01-01