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 16
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 1 27 0 4 11 81
The role of CDS spreads in explaining bond recovery rates 0 0 1 3 1 4 14 26
Total Working Papers 0 0 2 30 2 10 33 123


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 7 30 0 7 34 76
Total Journal Articles 0 1 7 30 0 7 34 76


Statistics updated 2026-06-04