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Actions	Details Title A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Reference 578942 Board DOC ID WP/06/105 Date April 1 2006 Level of description item Material Electronic Records Language English Subject 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) Creator David Marston, Department-wide MFD External document Download PDF Hierarchy browser Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level:collection contains 61 IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-series contains 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:item Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-series contains 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:item Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-series contains 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:item Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-series contains 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:item Ref:866205 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-series contains 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:item Ref:866581 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:sub-series contains 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:item

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Details

Title
A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
Reference
578942
Board DOC ID
WP/06/105
Date
April 1 2006
Level of description
item
Material
Electronic Records
Language
English
Subject
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)
Creator
David Marston, Department-wide MFD
External document
Download PDF

Hierarchy browser

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

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sub-series
    contains 315
    
    A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:item

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sub-series
    contains 315
    
    A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:item

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sub-series
    contains 315
    
    A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:item

Ref:866205 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:sub-series
  contains 315
  - A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:item

Ref:866581 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:sub-series
  contains 315
  - A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
    Ref:578942 | Date(s):April 1 2006 | Level:item

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