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 1 6 7
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 0 26 0 3 6 70
The role of CDS spreads in explaining bond recovery rates 1 1 2 2 2 2 11 11
Total Working Papers 1 1 2 28 3 6 23 88


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 16 22 1 3 25 41
Total Journal Articles 1 2 16 22 1 3 25 41


Statistics updated 2025-05-12