Munich Personal RePEc Archive

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Number of items: 3.

23 January 2009

Cornaglia, Anna and Morone, Marco (2009): Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting.

28 May 2010

Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages.

June 2012

Morone, Marco and Cornaglia, Anna and Mignola, Giulio (2012): Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach.

This list was generated on Mon Oct 21 18:56:37 2019 CEST.
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