Default and recovery risk dependencies in a simple credit risk model
Year of publication: |
2011
|
---|---|
Authors: | Bade, Benjamin ; Rösch, Daniel ; Scheule, Harald |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 17.2011, 1, p. 120-144
|
Subject: | Theorie | Theory | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Basler Akkord | Basel Accord |
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