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 6 8 14
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 1 27 2 5 9 77
The role of CDS spreads in explaining bond recovery rates 0 0 2 3 0 2 13 22
Total Working Papers 0 0 3 30 3 13 30 113


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 1 8 29 1 13 30 69
Total Journal Articles 0 1 8 29 1 13 30 69


Statistics updated 2026-03-04