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 2 4 6 6
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 3 26 0 0 8 66
The role of CDS spreads in explaining bond recovery rates 0 0 1 1 3 6 8 8
Total Working Papers 0 0 4 27 5 10 22 80


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 3 15 19 1 5 28 36
Total Journal Articles 1 3 15 19 1 5 28 36


Statistics updated 2024-12-04