TY  - BOOK
AU  - Avesano,Renzo G.
AU  - Pascal,Antonio Garc�ia
AU  - Li,Jing
ED  - ebrary, Inc.
TI  - A new risk indicator and stress testing tool: a multifactor Nth-to-Default CDS basket 
T2  - IMF working paper
AV  - HD61 .A84 2006eb
PY  - 2006///
CY  - [Washington, D.C.]
PB  - International Monetary Fund
KW  - Risk management
KW  - Economic indicators
KW  - Electronic books
KW  - local
N1  - "April 2006"; Includes bibliographical references; Electronic reproduction; Palo Alto, Calif.; ebrary; 2011; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
UR  - http://site.ebrary.com/lib/rucke/Doc?id=10380761
ER  -