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Pascal, Antonio Garcia.
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Pascal, Antonio Garcia.
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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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Pascal
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