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 2 5 7 13
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 1 27 2 3 8 75
The role of CDS spreads in explaining bond recovery rates 0 0 2 3 1 6 13 22
Total Working Papers 0 0 3 30 5 14 28 110


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 9 29 10 18 30 68
Total Journal Articles 1 2 9 29 10 18 30 68


Statistics updated 2026-02-12