Work

A Structural Analysis of Credit Risk With Risky Collateral: A Methodology for Haircut Determination

Year: 2003

Type: article

Source: Economic Notes

DOI: 10.1111/1468-0300.00113

Authors: Didier Cossin, Tomas Hricko

Institutions: International Institute for Management Development, University of Lausanne

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2075019271

FWCI: 2.189

Cites: 32

Cited by: 27

Related to: 10