Work

A Two-Factor Model for PD and LGD Correlation

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1476305

Author: Jiri Witzany

Institution: Prague University of Economics and Business

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122520141

Cites: 12

Cited by: 22

Related to: 10