Loss distribution of banks defaulted in [0, T ], T = 1

The dataset is used to study the loss distribution of the banks defaulted in the time interval [0, T ], T = 1.

Data and Resources

Cite this as

Lorella Fatone, Francesca Mariani (2024). Dataset: Loss distribution of banks defaulted in [0, T ], T = 1. https://doi.org/10.57702/qwne408x

DOI retrieved: December 17, 2024

Additional Info

Field Value
Created December 17, 2024
Last update December 17, 2024
Defined In https://doi.org/10.48550/arXiv.1905.12431
Author Lorella Fatone
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Francesca Mariani