. "A Two Factor for PD and LGD Correlation"@en . "1"^^ . . . "RIV/61384399:31110/10:00034375" . . "A Two Factor for PD and LGD Correlation" . "Witzany, Ji\u0159\u00ED" . "978-960-466-061-2" . "Main topics of the document: credit risk; recovery rate; loss given default; correlation regulatory capital"@en . "31110" . "Main topics of the document: credit risk; recovery rate; loss given default; correlation regulatory capital" . . . "2010-06-01+02:00"^^ . . . "10"^^ . "A Two Factor for PD and LGD Correlation" . . "245048" . "RIV/61384399:31110/10:00034375!RIV11-GA0-31110___" . "A Two Factor for PD and LGD Correlation"@en . . "Athens" . "7th International Conference on Applied Financial Economics" . "credit risk; recovery rate; loss given default; correlation regulatory capital"@en . "Samos Island" . "National and Kapodistrian University of Athens" . . "P(GA402/09/0732)" . . "[22FD02B53987]" . . . . "1"^^ . . .