June 2013
Beginner
448 pages
14h 58m
English
Content preview from Advanced Credit Risk Analysis and Management
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Bibliography
Allen, Linda and Saunders, Anthony (2003) ‘A Survey of Cyclical Effects in Credit Risk Measurement Models’, BIS Working Papers, no 126, Basel.
Altman, Edward I., ‘Managing Credit Risk: A challenge for the new millennium’, Stern School of Business, December 2001.
Altman, Edward I., Resti, Andrea and Sironi, Andrea, ‘The Link between Default and Recovery Rates: Effects on the pro-cyclicality of regulatory capital ratios, BIS Working Papers, Basel, July 2002.
Antonov, Ivo: ‘Quantitative vs. Judgmental Credit Risk-rating Systems’, The Journal of Lending & Credit Risk Management, February 2000.
Baldoni, Robert J., ‘Risk Management: Journey or destination?’ Cross Currents (An Ernst & Young Financial Services Industry quarterly) 2001.
Bangia, Anil, Diebold, Francis X. and Schuermann, Til, ‘Ratings Migration and the Business Cycle, With Applications to Credit Portfolio Stress Testing’, Wharton Financial Institutions Center Working Papers, 2000.
Basel Committee on Banking Supervision, 2010, The New Basel Accord (Basel, Switzerland: Bank for International Settlements).
Bernanke, Ben (Federal Reserve Governor, USA) ‘Five Questions about the Federal Reserve and Monetary Policy’, Speech delivered at the Economic Club of Indiana, Indianapolis, Indiana, 1 October 2012.
Bernanke, Ben S., Semiannual Monetary Policy Report to the Congress – 17 July 2012.
Berrada, Tony, Gibson, Rajna and Mougeot, Nicolas, ‘Systematic Credit Risk and Asset Pricing: Empirical study on the US stock market’ ...
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