A new risk indicator and stress testing tool : a multifactor nth-to-default CDS basket
prep. by Renzo G. Avesani, Antonio García Pascual, and Jing Li
| Year of publication: |
2006
|
|---|---|
| Authors: | Avesani, Renzo G. ; Garcia Pascual, Antonio ; Li, Jing |
| Publisher: |
Washington, DC : IMF |
| Subject: | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative |
| Extent: | 23 S. graph. Darst. |
|---|---|
| Series: | IMF working paper. - Washington, DC : IMF, ZDB-ID 1449439-5. - Vol. 06/105 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 22 - 23 Internetausg.: http://www.imf.org/external/pubs/ft/wp/2006/wp06105.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003329110