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 1 6 8
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 1 1 1 27 1 1 6 71
The role of CDS spreads in explaining bond recovery rates 0 1 2 3 0 2 12 13
Total Working Papers 1 2 3 30 1 4 24 92


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 9 23 0 2 16 43
Total Journal Articles 0 1 9 23 0 2 16 43


Statistics updated 2025-08-05