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 0 0 5 8
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 1 1 27 1 2 6 72
The role of CDS spreads in explaining bond recovery rates 0 0 2 3 0 0 11 13
Total Working Papers 0 1 3 30 1 2 22 93


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 0 3 9 26 1 6 16 49
Total Journal Articles 0 3 9 26 1 6 16 49


Statistics updated 2025-10-06