Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio – Vide Leaf

Business and Economy Recent Updates: 2nd Edition

Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio

DOI: 10.37247/BERU2ED.2.23.3Download

Modeling-Portfolio-Credit-Risk-Taking-into-Account-the-Default-Correlations-Using-a-Copula-Approach-Implementation-to-an-Italian-Loan-Portfolio