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AVESANI, RENZO G.
(1)
answer(s).
Srl
Item
1
ID:
313907
New risk indicator and stress testing tool: A multifactor nth-to-default CDS basket
/ Avesani, Renzo G.; Pascual, Antonio Garcia; Li, Jing
Avesani, Renzo G.
Article
0 Rating(s) & 0 Review(s)
Key Words
Credit risk
;
Stress testing
;
Risk Management
;
Market indicators
;
Credit default swap (CDS)
;
Collateralized debt obligation (CDO)
;
Large complex financial institutions (LCFIs)
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