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Titolo
A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
Riferimento
578942
Board DOC ID
WP/06/105
Data
April 1 2006
Livello di descrizione
item
Materiale
Electronic Records
Language
English
Soggetto
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)
Creatore
David Marston, Department-wide MFD
External document

Browser gerarchia

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

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

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

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

Ref:866205 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:
  [it-IT]contains[it-IT] 315
  - A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:

Ref:866581 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:
  [it-IT]contains[it-IT] 315
  - A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level: