A new framework for managing macro-financial risks in Trinidad and Tobago : an application of contingent claims analysis to the banking system : draft (Record no. 57815)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00861nam a2200145Ia 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260716043951.0 |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 11.02.01 M742ra(2009) |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Rambarran, Jwala |
| 245 ## - TITLE STATEMENT | |
| Title | A new framework for managing macro-financial risks in Trinidad and Tobago : an application of contingent claims analysis to the banking system : draft |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | [Caribbean Centre for Money and Finance] |
| Place of publication, distribution, etc. | [St. Augustine]TT |
| Date of publication, distribution, etc. | 2009 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 16 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Applies the contingent claims analysis to Trinidad and Tobago's banking system. Uses data from the liabilities side of the balance sheets of the banking sector, to impute the value and volatility of assests to produce a range of forward-looking risk indicators such as probality of default, distance to distress, and expected loses for the banking system. |
| 583 ## - ACTION NOTE | |
| Time/date of action | 12/8/09 |
| Action agent | JOYD |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Monograph |
| Call number suffix | M742ra(2009) |
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