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[null,"1.","Record Nr.",null,"UNINA9910788417303321"]
[null,null,"Autore",null,"Avesani Renzo"]
[null,null,"Titolo",null,"A New Risk Indicator and Stress Testing Tool : : A Multifactor Nth-to-Default CDS Basket / / Renzo Avesani, Jing Li, Antonio Garcia Pascual"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C. : , : International Monetary Fund, , 2006"]
[null,null,"ISBN",null,"1-4623-0541-5"]
[{"$nulls":4},"1-4527-9151-1"]
[{"$nulls":4},"1-283-51254-8"]
[{"$nulls":4},"1-4519-0899-7"]
[{"$nulls":4},"9786613824998"]
[null,null,"Descrizione fisica",null,"1 online resource (25 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[null,null,"Soggetti",null,"Risk management"]
[{"$nulls":4},"Economic indicators"]
[{"$nulls":4},"Banks and Banking"]
[{"$nulls":4},"Econometrics"]
[{"$nulls":4},"Investments: Derivatives"]
[{"$nulls":4},"Money and Monetary Policy"]
[{"$nulls":4},"Monetary Policy, Central Banking, and the Supply of Money and Credit: General"]
[{"$nulls":4},"Pension Funds"]
[{"$nulls":4},"Non-bank Financial Institutions"]
[{"$nulls":4},"Financial Instruments"]
[{"$nulls":4},"Institutional Investors"]
[{"$nulls":4},"Banks"]
[{"$nulls":4},"Depository Institutions"]
[{"$nulls":4},"Micro Finance Institutions"]
[{"$nulls":4},"Mortgages"]
[{"$nulls":4},"Classification Methods"]
[{"$nulls":4},"Cluster Analysis"]
[{"$nulls":4},"Principal Components"]
[{"$nulls":4},"Factor Models"]
[{"$nulls":4},"Monetary economics"]
[{"$nulls":4},"Finance"]
[{"$nulls":4},"Banking"]
[{"$nulls":4},"Econometrics & economic statistics"]
[{"$nulls":4},"Credit default swap"]
[{"$nulls":4},"Credit"]
[{"$nulls":4},"CDOs"]
[{"$nulls":4},"Factor models"]
[{"$nulls":4},"Derivative securities"]
[{"$nulls":4},"Banks and banking"]
[{"$nulls":4},"Econometric models"]
[{"$nulls":4},"United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"April 2006\"."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"\"\"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\"\""]
[null,null,null,"Sommario/riassunto","This paper generalizes a market-based indicator for financial sector surveillance using a multifactor latent structure in the determination of the default probabilities of an nth-todefault credit default swap (CDS) basket of large complex financial institutions (LCFIs). To estimate the multifactor latent structure, we link the market risk (the covariance of the LCFIs' equity) to credit risk (the default probability of the CDS basket) in a coherent manner. In addition, to analyze the response of the probabilities of default to changing macroeconomic conditions, we run a stress test by generating shocks to the latent multifactor structure. The results unveil a rich set of default probability dynamics and help in identifying the most relevant sources of risk. We anticipate that this approach could be of value to financial supervisors and risk managers alike."]
[null,"2.","Record Nr.",null,"UNINA9910782748303321"]
[null,null,"Autore",null,"Sarracino Carmine <1944->"]
[null,null,"Titolo",null,"The porning of America [[electronic resource] ] : the rise of porn culture, what it means, and where we go from here / / Carmine Sarracino and Kevin M. Scott"]
[null,null,"Pubbl/distr/stampa",null,"Boston, Mass., : Beacon Press, c2008"]
[null,null,"ISBN",null,"0-8070-9646-6"]
[null,null,"Descrizione fisica",null,"1 online resource (271 p.)"]
[null,null,"Disciplina",null,"306.77"]
[null,null,"Soggetti",null,"Pornography in popular culture - United States"]
[{"$nulls":4},"Pornography - Social aspects - United States"]
[{"$nulls":4},"Sex in popular culture - United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Includes index."]
[null,null,"Nota di contenuto",null,"Normalizing the marginal -- A nation of porn stars -- Popping Rosie's rivets : porn in the good old days -- Porn exemplars : advancing the front lines of porn -- Would you like porn with that burger? -- The nexus of porn and violence : Abu Ghraib and beyond -- Women and porn -- Where we go from here."]
[null,"3.","Record Nr.",null,"UNINA9910285051403321"]
[null,null,"Titolo",null,"Aviation psychology and applied human factors"]
[null,null,"Pubbl/distr/stampa",null,"Göttingen, : Hogrefe"]
[null,null,"ISSN",null,"2192-0931"]
[null,null,"Disciplina",null,"155.965"]
[null,null,"Soggetti",null,"Aviation psychology"]
[{"$nulls":4},"Aviation"]
[{"$nulls":4},"Psychology, Industrial"]
[{"$nulls":4},"Psychologie aéronautique"]
[{"$nulls":4},"Periodical"]
[{"$nulls":4},"Periodicals."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Periodico"]