00771nam a2200109Ia 4500080002600000100002100026245015500047260007000202300001000272520036100282583001800643  a11.02.01 M742ra(2009)  aRambarran, Jwala  aA new framework for managing macro-financial risks in Trinidad and Tobago : an application of contingent claims analysis to the banking system : draft  b[Caribbean Centre for Money and Finance]a[St. Augustine]TTc2009  a16 p.  aApplies 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.  c12/8/09kJOYD