The analysis of macro financial risks in Brazil by using contingent claim balance sheet

被引：0

作者：

Ye, Yonggang ^{[1
]}

Lv, Siying ^{[1
]}

Song, Lingfeng ^{[1
]}

机构：

[1] Wuhan Univ, Econ & Management Sch, Wuhan 430072, Peoples R China

来源：

2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31 | 2008年

关键词：

macro financial risk; analysis of contingent claim balance sheet; pressure test; sensitivity analysis;

D O I：

暂无

中图分类号：

TN [电子技术、通信技术];

学科分类号：

0809 ;

摘要：

There are obvious macro-financial risks in Brazil resulting in Brazilian financial crisis and financial instability and fluctuations. This paper uses contingent claim balance sheet approach to analyze Brazil's financial risks from sub-sectors. To analyze the macro-financial risks in Brazil this paper focus on the series of credit risk indices educed from contingent claim balance sheets in Brazilian financial and non-financial enterprise sectors combines with the macroeconomic situation of Brazil as well as the influence of interest rate on the indices of contingent claim balance sheet and risk sheet when it changes extremely or minimally as a inducement of risk in economy.

引用

页码：9847 / 9853

页数：7