IMF Publications by Author
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Dale F. Gray:
2013
Title: Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR
Series: Working Paper No. 2013/218
Date: October 23, 2013
Subject: Banking Commercial banks Corporate sector Credit Credit default swap Credit risk Economic sectors Financial institutions Financial regulation and supervision Financial statements Money
Title: Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk
Series: Working Paper No. 2013/054
Date: February 27, 2013
Subject: Asset and liability management Asset valuation Contingent liabilities Debt default External debt Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk
2011
Title: Incorporating Financial Sector Risk Into Monetary Policy Models: Application to Chile
Series: Working Paper No. 2011/228
Date: September 1, 2011
Subject: Asset and liability management Asset valuation Banking Financial institutions Financial sector policy and analysis Financial sector risk Inflation Output gap Prices Production Stocks
2010
Title: International Transmission of Bank and Corporate Distress
Series: Working Paper No. 2010/124
Date: May 1, 2010
Subject: Banking Debt default Financial statements Industrial production Real effective exchange rates
2008
Title: Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System
Series: Working Paper No. 2008/089
Date: April 1, 2008
Subject: Asset prices Asset valuation Banking Commercial banks Yield curve
Title: A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty
Series: Working Paper No. 2008/040
Date: February 1, 2008
Subject: Debt sustainability Debt sustainability analysis Foreign currency debt Local currency debt Public debt
2005
Title: Measuring and Analyzing Sovereign Risk with Contingent Claims
Series: Working Paper No. 2005/155
Date: August 1, 2005
Subject: Asset valuation Credit risk Financial statements Foreign currency debt Government liabilities
2004
Title: The Contingent Claims Approach to Corporate Vulnerability Analysis: Estimating Default Risk and Economy-Wide Risk Transfer
Series: Working Paper No. 2004/121
Date: July 1, 2004
Subject: Asset valuation Corporate sector Financial sector Financial statements Public sector
0001
Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Azerbaijan Estonia Kazakhstan Russian Federation Tax policy Turkmenistan
1998
Title: Evaluation of Taxes and Revenues From the Energy Sector in the Baltics, Russia, and Other Former Soviet Union Countries
Series: Working Paper No. 1998/034
Date: March 1, 1998
Subject: Commodities Economic sectors Excises Oil Oil sector Oil, gas and mining taxes Tax incidence Tax policy Taxes