An analytic approach to credit risk of large corporate bond and loan portfolios

Andre Lucas, Pieter Klaassen, Peter Spreij and Stefan Straetmans

Journal of Banking & Finance, 2001, vol. 25, issue 9, 1635-1664

Date: 2001
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Working Paper: An analytic approach to credit risk of large corporate bond and loan portfolios (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:25:y:2001:i:9:p:1635-1664

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