"184238" . "P(GA402/09/0380), P(GA402/09/0732)" . . . "A Two-Factor Model for PD and LGD Correlation" . "Witzany, Ji\u0159\u00ED" . . . "18" . "28" . "Bulletin of the Czech Econometric Society" . . "1212-074X" . . . . . . "RIV/61384399:31110/11:00036690!RIV12-GA0-31110___" . "Main topics of the document: credit risk; recovery rate; loss given default; correlation; regulatory capital; MCMC"@en . "credit risk; recovery rate; loss given default; correlation; regulatory capital; MCMC"@en . "[6A7FE5BAC0DB]" . . . "A Two-Factor Model for PD and LGD Correlation"@en . "Main topics of the document: credit risk; recovery rate; loss given default; correlation; regulatory capital; MCMC" . . "A Two-Factor Model for PD and LGD Correlation" . . "1"^^ . "31110" . . . "CZ - \u010Cesk\u00E1 republika" . "A Two-Factor Model for PD and LGD Correlation"@en . "19"^^ . . . . "1"^^ . "RIV/61384399:31110/11:00036690" . .