A new risk indicator and stress testing tool [electronic resource] : a multifactor Nth-to-Default CDS basket / prepared by Renzo G. Avesani, Antonio Garc�ia Pascal, and Jing Li.
By: Avesano, Renzo G.
Contributor(s): Pascal, Antonio Garc�ia | Li, Jing | ebrary, Inc.
Material type:
BookSeries: IMF working paper: WP/06/105.Publisher: [Washington, D.C.] : International Monetary Fund, c2006Description: 23 p.Subject(s): Risk management | Economic indicatorsGenre/Form: Electronic books.Online resources: An electronic book accessible through the World Wide Web; click to view
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"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.
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