A Guide to IMF Stress Testing

Chapter 26. Systemic Contingent Claims Analysis

Li Ong
Published Date:
December 2014
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    Andreas A. Jobst and Dale F. Gray Large parts of the material in this chapter are published in the Sveriges Riksbank Economic Review, No. 2, pp. 68–106 (Gray and Jobst, 2011b) and IMF Working Paper 13/54 (Jobst and Gray, 2013).
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