Fig. 8
![Fig. 8](http://media.springernature.com/full/springer-static/image/art%3A10.1186%2Fs41546-017-0020-9/MediaObjects/41546_2017_20_Fig8_HTML.gif)
Empirical cumulative distribution functions of the number of defaults in 100 simulations of the relative liabilities matrix Π each averaged over 100 simulations of C, for two integration values c=0.3 and c=0.7 for α=0.9 (a) and α=0.925 (b)
Empirical cumulative distribution functions of the number of defaults in 100 simulations of the relative liabilities matrix Π each averaged over 100 simulations of C, for two integration values c=0.3 and c=0.7 for α=0.9 (a) and α=0.925 (b)