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Outils d'enregistrement	Détails Titre A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Référence 578942 Board DOC ID WP/06/105 Date April 1 2006 Niveau de description item Matériel Electronic Records Language English Sujet 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) Créateur David Marston, Department-wide MFD External document Download PDF Navigateur hiérarchique Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level: contient 61 IMF Working Papers (WP) Ref:337593 \| Level:série contient 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sous-série contient 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:pièce Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:série contient 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sous-série contient 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:pièce Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:série contient 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sous-série contient 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:pièce Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:série contient 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sous-série contient 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:pièce Ref:866205 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sous-série contient 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:pièce Ref:866581 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sous-série contient 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:pièce

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Détails

Titre
A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
Référence
578942
Board DOC ID
WP/06/105
Date
April 1 2006
Niveau de description
item
Matériel
Electronic Records
Language
English
Sujet
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)
Créateur
David Marston, Department-wide MFD
External document
Download PDF

Navigateur hiérarchique

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

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

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

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

Ref:866205 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:sous-série
  contient 315
  - A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:pièce

Ref:866581 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:sous-série
  contient 315
  - A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:pièce

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