//-->
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob, (2017)
Modeling portfolio credit risk taking into account the default correlations using a copula approach : implementation to an Italian loan portfolio
Di Clemente, Annalisa, (2020)
Optimal look-back period for adequate and less procyclical credit capital forecasts
Lee, Yong Woong, (2021)
Collateral debt obligation pricing
Servigny, Arnaud de, (2007)
Securitization in the context of Basel II : case studies
The handbook of structured finance