A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket /

Main Author: Avesano, Renzo G.
Corporate Author: ebrary, Inc.
Other Authors: Pascal, Antonio Garcβia.
Format: Book
Language:English
Published: [Washington, D.C.] : International Monetary Fund, c2006.
Series:IMF working paper ; WP/06/105
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10380761
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245 1 2 |a A new risk indicator and stress testing tool  |b a multifactor Nth-to-Default CDS basket /  |c prepared by Renzo G. Avesani, Antonio Garcβia Pascal, and Jing Li. 
260 |a [Washington, D.C.] :  |b International Monetary Fund,  |c c2006. 
300 |a 23 p. 
490 1 |a IMF working paper ;  |v WP/06/105 
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504 |a Includes bibliographical references. 
650 0 |a Risk management. 
700 1 |a Pascal, Antonio Garcβia. 
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