A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket

578942

WP/06/105

April 1 2006

item

Electronic Records

English

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)

David Marston, Department-wide MFD