A new risk indicator and stress testing tool
Avesano, Renzo G.
A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket / [electronic resource] : prepared by Renzo G. Avesani, Antonio García Pascal, and Jing Li. - [Washington, D.C.] : International Monetary Fund, c2006. - 23 p. - IMF working paper ; WP/06/105 . - IMF working paper ; WP/06/105. .
"April 2006".
Includes bibliographical references.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Risk management.
Economic indicators.
Electronic books.
HD61 / .A84 2006eb
A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket / [electronic resource] : prepared by Renzo G. Avesani, Antonio García Pascal, and Jing Li. - [Washington, D.C.] : International Monetary Fund, c2006. - 23 p. - IMF working paper ; WP/06/105 . - IMF working paper ; WP/06/105. .
"April 2006".
Includes bibliographical references.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Risk management.
Economic indicators.
Electronic books.
HD61 / .A84 2006eb