University of Mannheim / University of Regensburg / /
IndustryTerm
nancial services / medium enterprises manufacturing construction / natural solution / internal rating systems / bank loan loss data / bank loans / /
OperatingSystem
Xts / /
Organization
University of Regensburg / University of Mannheim / Deutsche Bundesbank / Faculty of Business and Economics / Federal Statistical Agency / Federal Bank of Germany / Institut f¨ / Basel Committee / Department of Statistics / /
Asset Correlation of German Corporate Obligors: Its Estimation, Its Drivers and Implications for Regulatory Capital Klaus D¨ ullmann∗ and Harald Scheule†