A Guide to IMF Stress Testing

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

Li Ong
Published Date:
December 2014
    • ShareShare
    Show Summary Details
    Dale F. Gray and James P. Walsh This chapter is an abridged version of IMF Working Paper 08/89 (Gray and Walsh, 2008).
      You are not logged in and do not have access to this content. Please login or, to subscribe to IMF eLibrary, please click here

      Other Resources Citing This Publication