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 6 8
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 1 1 27 0 1 5 71
The role of CDS spreads in explaining bond recovery rates 0 1 2 3 0 1 11 13
Total Working Papers 0 2 3 30 0 2 22 92


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 3 3 10 26 5 6 17 48
Total Journal Articles 3 3 10 26 5 6 17 48


Statistics updated 2025-09-05