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 2 6 8
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 0 26 0 0 5 70
The role of CDS spreads in explaining bond recovery rates 1 2 2 3 1 4 12 13
Total Working Papers 1 2 2 29 1 6 23 91


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 2 10 23 1 3 18 43
Total Journal Articles 0 2 10 23 1 3 18 43


Statistics updated 2025-07-04