Showing 1 - 2 results of 2 for search 'Avesani, Renzo G.', query time: 0.03s Refine Results
  1. 1
    Review and implementation of credit risk models of the financial sector assessment program (FSAP)

    Review and implementation of credit risk models of the financial sector assessment program (FSAP) by Avesani, Renzo G.

    Published 2006
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  2. 2
    A new risk indicator and stress testing tool : a multifactor Nth-to-Default CDS basket

    A new risk indicator and stress testing tool : a multifactor Nth-to-Default CDS basket by Avesani, Renzo G., Garcia Pascual, Antonio, Li, Jing

    Published 2006
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    Electronic eBook
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