Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 14711 | 25588 | 39119
Number of items: 3.

14711

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

25588

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

39119

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 Apr 6 18:19:53 2020 CEST.
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