Empirical estimation of default and asset correlation of large corporates and banks in India
Year of publication: |
2011-08-16
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Authors: | Bandyopadhyay, Arindam ; Ganguly, Sonali |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Default Correlation | Asset Correlation | Credit Portfolio Risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Empirical estimation of default and asset correlation of large corporates and banks in India
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Empirical estimation of default and asset correlation of large corporates and banks in India
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Empirical estimation of default and asset correlation of large corporates and banks in India
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