A New Risk Indicator and Stress Testing Tool : A Multifactor Nth-to-Default CDS Basket / Renzo Avesani, Jing Li, Antonio Garcia Pascual.
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| Online Access: |
Full Text (via IMF e-Library) |
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| Main Author: | |
| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2006.
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| Series: | IMF working paper ;
WP/2006/105. |