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 2 8 15
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 1 27 3 6 11 81
The role of CDS spreads in explaining bond recovery rates 0 0 1 3 2 3 14 25
Total Working Papers 0 0 2 30 6 11 33 121


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 1 8 30 4 8 35 76
Total Journal Articles 1 1 8 30 4 8 35 76


Statistics updated 2026-05-06