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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 García Pascal, and Jing Li.

Imprint [Washington, D.C.] : International Monetary Fund, c2006.


Location Call No. OPAC Message 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 García.
Li, Jing.
ProQuest (Firm)

Available items only