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  1. 1
    A New Risk Indicator and Stress Testing Tool : A Multifactor Nth-to-Default CDS Basket /
    by Avesani, Renzo
    Published 2006
    Off-Campus Access: No User ID or Password Required
    On-Campus Access: No User ID or Password Required
    Other Authors: “…Li, Jing…”
    Full text available on IMF
    Journal
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