02136nam 2200589Ia 450 991046483640332120170817210620.01-4623-0541-51-4527-9151-11-283-51254-81-4519-0899-79786613824998(CKB)3360000000443491(EBL)3014391(SSID)ssj0000940021(PQKBManifestationID)11491946(PQKBTitleCode)TC0000940021(PQKBWorkID)10939138(PQKB)11124047(OCoLC)712989261(MiAaPQ)EBC3014391(EXLCZ)99336000000044349120060502d2006 uf 0engur|n|---|||||txtccrA new risk indicator and stress testing tool[electronic resource] a multifactor Nth-to-Default CDS basket /prepared by Renzo G. Avesani, Antonio García Pascal, and Jing Li[Washington, D.C.] International Monetary Fundc20061 online resource (25 p.)IMF working paper ;WP/06/105"April 2006".1-4518-6365-9 Includes bibliographical references.""Contents""; ""I. INTRODUCTION""; ""II. DESCRIPTION OF THE INDICATOR""; ""III. MODEL DESCRIPTION""; ""IV. DATA DESCRIPTION""; ""V. FACTOR ANALYSIS: ESTIMATION RESULTS""; ""VI. COMPUTATION OF THE PROBABILITIES OF DEFAULT""; ""VII. SENSITIVITY ANALYSIS""; ""VIII. STRESS TESTING""; ""IX. CONCLUDING REMARKS""; ""References""IMF working paper ;WP/06/105.Risk managementEconomic indicatorsElectronic books.Risk management.Economic indicators.Avesano Renzo G911349Pascal Antonio García911350Li Jing651690MiAaPQMiAaPQMiAaPQBOOK9910464836403321A new risk indicator and stress testing tool2040897UNINA01131nas 2200349- 450 991089326510332120230329235730.02786-393X(CKB)5280000000193119(CONSER)--2021224834(DE-599)ZDB2777654-2(EXLCZ)99528000000019311920140915a20139999 --- -engtxtrdacontentcrdamediacrrdacarrierPázmány law reviewBudapest :Pázmány Péter Catholic University, Faculty of Law and Political Sciences,[2013]-1 online resourcePrint version: Pázmány law review. 2064-1818 (DLC) 2021224834 (OCoLC)890605163 Law reviewsHungaryLaw reviewsfast(OCoLC)fst00994120HungaryfastLaw reviewsLaw reviews.Pázmány Péter Katolikus Egyetem.Jog- és Államtudományi Kar.JOURNAL9910893265103321exl_impl conversionPázmány law review4266142UNINA00884nam 2200277 450 99666735830331620250727115726.020250723d1980----km y0itay5003 baitaITy 00 y<<Il>> credito nel sistema delle autonomie regionaliatti del Convegno organizzato dal Banco di SardegnaSassari 19-20 ottobre 1979SassariBanco di Sardegna1980212 p.25 cm<<I>> dibattiti52001<<I>> dibattiti5CreditoPolitica regionaleAtti di congressiBNCF332.7Banco di Sardegna82046ITcbaREICAT996667358303316XVI.7.E. 183FBUOXVI.7.E.BKFBUOCredito nel sistema delle autonomie regionali4405261UNISA