IMF Publications by Author
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Avesani, G Renzo:
2007
Title: The Use of Mortgage Covered Bonds
Series: Working Paper No. 2007/020
Date: January 1, 2007
Subject: Bonds Covered bonds Credit Credit risk Financial institutions Financial regulation and supervision Money Mortgages
2006
Title: Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP)
Series: Working Paper No. 2006/134
Date: May 1, 2006
Subject: Credit Credit risk Vector autoregression
Title: A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
Series: Working Paper No. 2006/105
Date: April 1, 2006
Subject: Banking CDOs Credit Credit default swap Factor models
2005
Title: FIRST: A Market-Based Approach to Evaluate Financial System Risk and Stability
Series: Working Paper No. 2005/232
Date: December 1, 2005
Subject: Commercial banks Credit default swap Credit risk Stress testing Vector autoregression