00800nam a2200121Ia 450000500170000008000260001710000210004324501550006426000700021930000100028952003610029958300180066020260716043951.0  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