An asset drop model as an alternative to the treatment of double defaults within the Basel framework

S. Ebert, E. Lütkebohmert

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)41-63
JournalJournal of Credit Risk
Volume8
Issue number3
Publication statusPublished - 2012
Externally publishedYes

Cite this

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title = "An asset drop model as an alternative to the treatment of double defaults within the Basel framework",
author = "S. Ebert and E. L{\"u}tkebohmert",
year = "2012",
language = "English",
volume = "8",
pages = "41--63",
journal = "Journal of Credit Risk",
issn = "1744-6619",
publisher = "Incisive Media Ltd.",
number = "3",

}

An asset drop model as an alternative to the treatment of double defaults within the Basel framework. / Ebert, S.; Lütkebohmert, E.

In: Journal of Credit Risk, Vol. 8, No. 3, 2012, p. 41-63.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - An asset drop model as an alternative to the treatment of double defaults within the Basel framework

AU - Ebert, S.

AU - Lütkebohmert, E.

PY - 2012

Y1 - 2012

M3 - Article

VL - 8

SP - 41

EP - 63

JO - Journal of Credit Risk

JF - Journal of Credit Risk

SN - 1744-6619

IS - 3

ER -