A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket / prepared by Renzo G. Avesani, Antonio García Pascal, and Jing Li.
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| Access Note: | Access to electronic resources restricted to Simmons University students, faculty and staff. |
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| 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: |
Internet
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| Call Number: |
HD61 .A84 2006 |
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