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A New Risk Indicator and Stress Testing tool
A Multifactor Nth-to-Default CDS Basket IMF Working Papers ; Working Paper No. 06/105
Avesani, Renzo G.
;
Garcia Pascual, Antonio
;
Li, Jing
. , 2006
Link:
http://elibrary.imf.org/view/IMF001/00078-978145186365..
RT Book, Whole T1 <Title>A New Risk Indicator and Stress Testing tool</Title> : <SubTitle>A Multifactor Nth-to-Default CDS Basket</SubTitle> UL https://suche.suub.uni-bremen.de/peid=B84587144&Exemplar=1&LAN=DE A1 Avesani, Renzo G. A1 Garcia Pascual, Antonio A1 Li, Jing A1 Avesani, Renzo G. PB International Monetary Fund PP Washington, D.C YR 2006 NO Online-Ressource (25 p) T3 IMF Working Papers ; Working Paper No. 06/105 SN 1451863659 SN 9781451863659 SN 9781451863659 VO Working Paper No. 06/105 LK http://dx.doi.org/10.5089/9781451863659.001 DO 10.5089/9781451863659.001 LK http://elibrary.imf.org/view/IMF001/00078-9781451863659/00078-9781451863659/00078-9781451863659.xml SF ELIB - SuUB Bremen
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