A Generalized Single Common Factor Model of Portfolio Credit Risk

Paul H. Kupiec

doi:s://www.fdic.gov/

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A Generalized Single Common Factor Model of Portfolio Credit Risk

06/12/2007
By Paul H. Kupiec
Series: Center for Financial Research Working Paper
Research Publications

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Details:

Alternative Title:

No. 2007-06
Publisher's site:

https://www.fdic.gov/
Personal Author:

Paul H. Kupiec
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

46
Series:

Center for Financial Research Working Paper
Dataset Download URL:

https://www.fdic.gov/analysis/cfr/working-papers/2007/2007-06.pdf
Format:

PDF
Main Document Checksum:

[+]

urn:sha256:d80104991b326ee428e2b47b244db84865ab229a1a096fcb22243d63779982b1
Download URL:

https://archive.fdic.gov/view/fdic/12015/fdic_12015_DS1.pdf
File Type:

[PDF-6.03 MB]