- TitreA New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
- Référence578942
- Board DOC IDWP/06/105
- DateApril 1 2006
- Niveau de descriptionitem
- MatérielElectronic Records
- LanguageEnglish
- SujetRisk 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)
- CréateurDavid Marston, Department-wide MFD
- External document
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