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 0 8 16
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 0 27 1 1 11 82
The role of CDS spreads in explaining bond recovery rates 0 0 0 3 0 1 14 27
Total Working Papers 0 0 0 30 1 2 33 125


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 0 4 30 1 2 30 78
Total Journal Articles 0 0 4 30 1 2 30 78


Statistics updated 2026-09-10