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 2 8
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 1 27 0 1 6 72
The role of CDS spreads in explaining bond recovery rates 0 0 2 3 4 7 12 20
Total Working Papers 0 0 3 30 4 8 20 100


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 2 9 28 6 8 20 56
Total Journal Articles 1 2 9 28 6 8 20 56


Statistics updated 2025-12-06