A new risk indicator and stress testing tool - a multifactor Nth-to-default CDS basket
- Författare
- Renzo G. Avesani
- (Prepared by Renzo G. Avesani, Antonio Garcia Pascual, and Jing Li.)
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| International Monetary Fund, Monetary and Financial Systems Dept. | 2006 | District of Columbia, Washington, D.C. | 23 sidor. : ill. 28 cm. | |
| International Monetary Fund | 2006 | USA, Washington, D.C | 1 online resource (25 sidor.) |