Common failings: How corporate defaults are correlated

Sanjiv R. Das; Darrell Duffie; Nikunj Kapadia; Leandro Saita

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

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Common failings: How corporate defaults are correlated

09/01/2004
By Sanjiv R. Das ; Darrell Duffie ; Nikunj Kapadia ; ...
Series: FDIC Working Paper Series
Research Publications

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Details:

Alternative Title:

No. 2004-04
Publisher's site:

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

Sanjiv R. Das ; Darrell Duffie ; Nikunj Kapadia ; Leandro Saita

Sanjiv R. Das ; Darrell Duffie ; Nikunj Kapadia ; Leandro Saita Less -
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

35
Series:

FDIC Working Paper Series
Dataset Download URL:

https://www.fdic.gov/analysis/cfr/working-papers/2004/2004-04.pdf
Format:

PDF
Main Document Checksum:

[+]

urn:sha256:cd3c4d36ead1678b7d7270cef1a577edc11e99e315ebc214a1e5e8824527c6b0
Download URL:

https://archive.fdic.gov/view/fdic/12053/fdic_12053_DS1.pdf
File Type:

[PDF-878.88 KB]