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Rekord verktyg	Detaljer 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 Download PDF Hierarkibläddrare Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level: innehåller 61 IMF Working Papers (WP) Ref:337593 \| Level: innehåller 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: innehåller 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: innehåller 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: innehåller 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: innehåller 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: innehåller 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: innehåller 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: innehåller 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: innehåller 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: innehåller 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:

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Detaljer

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
Download PDF

Hierarkibläddrare

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

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