Avesano, Renzo G. <br/><br/>
A new risk indicator and stress testing tool  a multifactor Nth-to-Default CDS basket /  [electronic resource] : 
prepared by Renzo G. Avesani, Antonio Garc�ia Pascal, and Jing Li. 
 - [Washington, D.C.] :  International Monetary Fund,  c2006. 
 - 23 p. 
 - IMF working paper ;  WP/06/105 .
 - IMF working paper ;  WP/06/105. .
<br/><br/> "April 2006". 
<br/><br/>Includes bibliographical references. 
<br/><br/><br/>Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk management.<br/>Economic indicators.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HD61  / .A84 2006