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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

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Ref:865759 | Level:
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  - IMF Working Papers (WP)
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    2006 - IMF Working Papers (WP)
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    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
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  - 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