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A new risk indicator and stress testing tool : a multifactor Nth-to-Default CDS basket / / prepared by Renzo G. Avesani, Antonio Garcia Pascal, and Jing Li.

Participants: Avesano, Renzo G. [ ]; ProQuest (Firm) [ ]; Pascal, Antonio Garcia. [ TeilnehmendeR ]; Li, Jing. [ TeilnehmendeR ]; ProQuest (Firm) [ TeilnehmendeR ]
Published: c2006.
Superior document: IMF working paper ; WP/06/105

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