Renzo Avesani

International Monetary Fund - Monetary and Financial Systems Department

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 29,083

SSRN RANKINGS

Top 29,083

in Total Papers Downloads

2,500

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

The Use of Mortgage Covered Bonds

IMF Working Paper No. 07/20
Number of pages: 23 Posted: 02 Feb 2007
International Monetary Fund (IMF), International Monetary Fund - Monetary and Financial Systems Department and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 994 (33,033)

Abstract:

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Mortgage covered bonds, asset swap spreads, market based indicators

2.

A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket

IMF Working Paper No. 06/105
Number of pages: 25 Posted: 21 Jun 2006
Renzo Avesani and Antonio I. Garcia Pascual
International Monetary Fund - Monetary and Financial Systems Department and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 773 (46,692)

Abstract:

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Risk management, market indicators, stress testing, credit default swap (CDS), collateralized debt obligation (CDO), credit risk, large complex financial institutions (LCFIs)

3.

Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (Fsap)

IMF Working Paper No. 06/134
Number of pages: 35 Posted: 21 Jun 2006
Renzo Avesani, Kexue Liu, Alin Mirestean and Jean Salvati
International Monetary Fund - Monetary and Financial Systems Department, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 473 (87,231)

Abstract:

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Credit risk, Financial sector, Economic models

4.

First: A Market-Based Approach to Evaluate Financial System Risk and Stability

IMF Working Paper No. 05/232
Number of pages: 18 Posted: 03 Mar 2006
Renzo Avesani
International Monetary Fund - Monetary and Financial Systems Department
Downloads 260 (167,784)

Abstract:

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Market risk, Credit risk, Large Complex Financial Institutions, Financial Stability