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Handlinger	Detaljer Titel A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Reference 578942 Board DOC ID WP/06/105 Dato April 1 2006 Beskrivelsesniveau item Materiale Electronic Records Language English Emne 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) Ophav David Marston, Department-wide MFD External document Download PDF Hierarki-visning Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level: indeholder 61 IMF Working Papers (WP) Ref:337593 \| Level: indeholder 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: indeholder 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level: Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: indeholder 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: indeholder 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level: Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: indeholder 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: indeholder 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level: Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: indeholder 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: indeholder 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level: Ref:866205 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: indeholder 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level: Ref:866581 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: indeholder 315 A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket Ref:578942 \| Date(s):April 1 2006 \| Level:

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Detaljer

Titel
A New Risk Indicator and Stress Testing Tool - A Multifactor Nth-to-Default CDS Basket
Reference
578942
Board DOC ID
WP/06/105
Dato
April 1 2006
Beskrivelsesniveau
item
Materiale
Electronic Records
Language
English
Emne
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)
Ophav
David Marston, Department-wide MFD
External document
Download PDF

Hierarki-visning

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

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

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

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

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

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

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