A new risk indicator and stress testing tool a multifactor Nth-to-Default CDS basket /
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
c2006.
|
| Series: | IMF working paper ;
WP/06/105. |
| Subjects: | |
| Online Access: | Click to View |