Matteo Barbagli
Names
| first: |
Matteo |
| last: |
Barbagli |
Identifer
Contact
Affiliations
-
Université Catholique de Louvain
/ Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)
/ Louvain Finance
Research profile
author of:
- Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default (RePEc:ajf:louvlf:2021009)
by Barbagli, Matteo & Vrins, Frédéric - The role of CDS spreads in explaining bond recovery rates (RePEc:ajf:louvlf:2024002)
by Barbagli, Matteo & François, Pascal & Gauthier, Geneviève & Vrins, Frédéric - Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework (RePEc:ajf:louvlr:2023009)
by Barbagli, Matteo & Vrins, Frédéric - Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework (RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335)
by Barbagli, Matteo & Vrins, Frédéric