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Modeling default correlation in a US retail loan portfolio
Pisa, Magdalena
2013
 

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Disciplines :
Finance
Author, co-author :
Pisa, Magdalena ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Modeling default correlation in a US retail loan portfolio
Publication date :
2013
Event name :
Seventh Annual Risk Management Conference
Event date :
from 11-07-2013 to 12-07-2013
Audience :
International
Available on ORBilu :
since 01 October 2013

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