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Adlib Internet Server 5

Titel
A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
Referens
578942
Board DOC ID
WP/06/105
Datum
April 1 2006
Beskrivningsnivå
item
Material
Electronic Records
Language
English
Ämne
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)
Upphovsman
David Marston, Department-wide MFD
External document

Hierarkibläddrare

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    Ref:578942 | Date(s):April 1 2006 | Level: