| ID | 313907 |
| Title Proper | New risk indicator and stress testing tool: A multifactor nth-to-default CDS basket |
| Language | ENG |
| Author | Avesani, Renzo G. ; Li, Jing ; Pascual, Antonio Garcia |
| `In' analytical Note | In Eichengreen, Barry, Mody (Ashoka) & Tamirisa, Natalia: Sudden stops and IMF-supported programs. 2006. 51p;--(IMFWP/06/101) |
| Journal Source | In Eichengreen, Barry, Mody (Ashoka) & Tamirisa, Natalia: Sudden stops and IMF-supported programs. 2006. 51p;--(IMFWP/06/101)
|
| Classification Number | IMF |
| Key Words | Credit risk ; Stress testing ; Risk Management ; Market indicators ; Credit default swap (CDS) ; Collateralized debt obligation (CDO) ; Large complex financial institutions (LCFIs) |