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Avesani, Renzo G.
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Avesani, Renzo G.
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1
Review and implementation of credit risk models of the financial sector assessment program (FSAP) prepared by Renzo G. Avesani [and others].
by
Avesani, Renzo G
.
Published 2006
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2
A new risk indicator and stress testing tool : a multifactor Nth-to-Default CDS basket prepared by Renzo G. Avesani, Antonio García Pascual, and Jing Li.
by
Avesani, Renzo G
.
,
Garcia Pascual, Antonio
,
Li, Jing
Published 2006
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Related Subjects
Econometric models
Risk management
Capital market
Credit
Default (Finance)
Economic indicators
Financial services industry
Management
Mathematical models
State supervision
risk management