Modeling default correlation in a US retail loan portfolio

Reference : Modeling default correlation in a US retail loan portfolio


	Document type :	Scientific congresses, symposiums and conference proceedings : Poster
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/7366

Title :	Modeling default correlation in a US retail loan portfolio
Language :	English
Author, co-author :	Pisa, Magdalena [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	2013
Peer reviewed :	No
Audience :	International
Event name :	12th International Conference CREDIT 2013
Event date :	from 26-09-213 to 27-09-2013
Permalink :	http://hdl.handle.net/10993/7366

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Limited access	Pisa, Poster Modeling.pdf		Author preprint	181.81 kB	Request a copy

All documents in ORBi^lu are protected by a user license.