Normal view MARC view ISBD view

A new framework for managing macro-financial risks in Trinidad and Tobago : an application of contingent claims analysis to the banking system : draft

By:

Rambarran, Jwala

Material type: Text

TextPublication details: [Caribbean Centre for Money and Finance] [St. Augustine]TT 2009Description: 16 pAction note:

12/8/09 JOYD

Summary: 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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

No physical items for this record

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.

12/8/09 JOYD

There are no comments on this title.

to post a comment.