Access Statistics for Matteo Barbagli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework 0 0 0 0 1 2 7 8
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 0 26 0 2 5 70
The role of CDS spreads in explaining bond recovery rates 0 1 1 2 1 3 11 12
Total Working Papers 0 1 1 28 2 7 23 90


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework 1 2 16 23 1 3 24 42
Total Journal Articles 1 2 16 23 1 3 24 42


Statistics updated 2025-06-06