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Acties	Details Titel A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Referentie 578942 Board DOC ID WP/06/105 Datum April 1 2006 Beschrijvingsniveau item Materiaal Electronic Records Language English Onderwerp Risk management, Economic indicators, Debt, Credit risk, Financial institutions, Investment policy, Commodity pricing policy, International capital markets, Banks, Economic models, Executive Board Document (Policy), IMF Working Papers (WP) Vervaardiger David Marston, Department-wide MFD External document Download PDF Hierarchybrowser Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level: bevat 61 IMF Working Papers (WP) Ref:337593 \| Level:reeks bevat 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-reeks bevat 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:stuk Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:reeks bevat 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-reeks bevat 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:stuk Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:reeks bevat 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-reeks bevat 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:stuk Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:reeks bevat 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-reeks bevat 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:stuk Ref:866205 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-reeks bevat 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:stuk Ref:866581 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-reeks bevat 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:stuk

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Details

Titel
A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
Referentie
578942
Board DOC ID
WP/06/105
Datum
April 1 2006
Beschrijvingsniveau
item
Materiaal
Electronic Records
Language
English
Onderwerp
Risk management, Economic indicators, Debt, Credit risk, Financial institutions, Investment policy, Commodity pricing policy, International capital markets, Banks, Economic models, Executive Board Document (Policy), IMF Working Papers (WP)
Vervaardiger
David Marston, Department-wide MFD
External document
Download PDF

Hierarchybrowser

Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:
  bevat 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:reeks
    bevat 28
    
    2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sub-reeks
    bevat 315
    
    A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:stuk

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:reeks
  bevat 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sub-reeks
    bevat 315
    
    A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:stuk

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:reeks
  bevat 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sub-reeks
    bevat 315
    
    A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:stuk

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:reeks
  bevat 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sub-reeks
    bevat 315
    
    A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:stuk

Ref:866205 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:sub-reeks
  bevat 315
  - A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:stuk

Ref:866581 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:sub-reeks
  bevat 315
  - A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:stuk

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