A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket /
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| Corporate Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
c2006.
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| Series: | IMF working paper ;
WP/06/105 |
| Subjects: | |
| Online Access: | http://site.ebrary.com/lib/ucy/Doc?id=10380761 |