A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket /
Saved in:
Main Author: | Avesano, Renzo G. |
---|---|
Corporate Author: | ebrary, Inc |
Other Authors: | Pascal, Antonio García, Li, Jing |
Format: | Electronic eBook |
Language: | English |
Published: |
[Washington, D.C.] :
International Monetary Fund,
c2006.
|
Series: | IMF working paper ;
WP/06/105. |
Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket /
by: Avesano, Renzo G.
Published: (2006) -
Stress testing for risk control under Basel II
by: Chorafas, Dimitris N.
Published: (2007) -
Stress testing for risk control under Basel II
by: Chorafas, Dimitris N.
Published: (2007) -
Coherent stress testing a Bayesian approach to the analysis of financial stress /
by: Rebonato, Riccardo
Published: (2010) -
Coherent stress testing a Bayesian approach to the analysis of financial stress /
by: Rebonato, Riccardo
Published: (2010)