Modeling default correlation in a US retail loan portfolio

Reference : Modeling default correlation in a US retail loan portfolio


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/9527

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) >]
	Wolff, Christian [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
	Bams, Dennis []
Publication date :	2012
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/9527

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