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Author
Avesano, Renzo G.
Title
A new risk indicator and stress testing tool [electronic resource] : a multifactor Nth-to-Default CDS basket / prepared by Renzo G. Avesani, Antonio Garcia Pascal, and Jing Li.
Imprint
[Washington, D.C.] : International Monetary Fund, c2006.
Connect to
Available to Pittsburg State University patrons only.
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Call No.
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Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
23 p.
Series
IMF working paper ; WP/06/105
IMF working paper ; WP/06/105.
Note
"April 2006".
Bibliography
Includes bibliographical references.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject
Risk management.
Economic indicators.
Genre/Form
Electronic books.
Added Author
Pascal, Antonio Garcia.
Li, Jing.
ProQuest (Firm)
Available items only
