Default Clustering Risks in Commercial Mortgage-Backed Securities

Default Clustering Risks in Commercial Mortgage-Backed Securities

10.1007/s11146-011-9315-2

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Bibliographic Details
Main Authors: Fan, G.-Z., Sing, T.F., Ong, S.E.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Counterparty risk
Default cluster
Intensity model
Subordination structure
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46114
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/46114

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