A Guide to IMF Stress Testing
Chapter

Chapter 25. Factor Model for Stress Testing with a Contingent Claims Model of the Chilean Banking System

Author(s):
Li Ong
Published Date:
December 2014
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    Author(s)
    Dale F. Gray and James P. Walsh This chapter is an abridged version of IMF Working Paper 08/89 (Gray and Walsh, 2008).
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