- TitelA New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
- Reference578942
- Board DOC IDWP/06/105
- DatoApril 1 2006
- Beskrivelsesniveauitem
- MaterialeElectronic Records
- LanguageEnglish
- EmneRisk 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)
- OphavDavid Marston, Department-wide MFD
- External document
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