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.
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| Superior document: | IMF working paper ; WP/06/105 |
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| TeilnehmendeR: | |
| Year of Publication: | 2006 |
| Language: | English |
| Series: | IMF working paper ;
WP/06/105. |
| Online Access: | |
| Physical Description: | 23 p. |
| Notes: | "April 2006". |
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| Bibliography: | Includes bibliographical references. |
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| Hierarchical level: | Monograph |
| Statement of Responsibility: | prepared by Renzo G. Avesani, Antonio Garcia Pascal, and Jing Li. |