IMF Publications by Author
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Avesani, G Renzo:
2007
Title: The Use of Mortgage Covered Bonds
Series: Working Paper No. 07/20
Date: January 1, 2007
Subject: Credit Economic indicators Financial institutions Germany Spain
2006
Title: Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP)
Series: Working Paper No. 06/134
Date: May 1, 2006
Subject: Economic models Financial sector
Title: A New Risk Indicator and Stress Testing Tool : A Multifactor Nth-to-Default CDS Basket
Series: Working Paper No. 06/105
Date: April 1, 2006
Subject: Banks Commodity pricing policy Credit risk Debt Economic indicators Economic models International capital markets International financial markets Investment policy Risk management Stress testing
2005
Title: FIRST : A Market-Based Approach to Evaluate Financial System Risk and Stability
Series: Working Paper No. 05/232
Date: December 1, 2005
Subject: Credit risk Financial risk Financial stability Financial systems Global Financial Stability Report International financial markets Market risk Markets