A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket /
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| Main Author: | |
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| Corporate Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
c2006.
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| Series: | IMF working paper ;
WP/06/105. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| Item Description: | "April 2006". |
|---|---|
| Physical Description: | 23 p. |
| Bibliography: | Includes bibliographical references. |