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 6
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 1 26 1 2 5 68
The role of CDS spreads in explaining bond recovery rates 0 0 1 1 0 1 9 9
Total Working Papers 0 0 2 27 1 3 19 83


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 15 21 1 3 24 39
Total Journal Articles 1 2 15 21 1 3 24 39


Statistics updated 2025-03-03