O'Reilly logo

Credit Risk Measurement In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, Third Edition by Linda Allen, Anthony Saunders

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Bibliography
Acharya, V. V. “A Theory of Systemic Risk and Design of Prudential Bank Regulation.” Journal of Financial Stability, 5(2009), 224-255.
Acharya, V., S. Bharath and A. Srinivasan. “Does Industry-Wide Distress Affect Defaulted Firms? Evidence from Creditor Recoveries” Journal of Financial Economics 85(2007): 787-821.
Acharya, V., and J. Carpenter. “Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy.” Review of Financial Studies 15(2002): 1,355-1,383.
Acharya, V. V., J. Huang, M. G. Subrahmanyam, and R. K. Sundaram. “When Does Strategic Debt-Service Affect Debt Spreads?” Economic Theory, 2006, 1-16.
Acharya, V., and T. Yorulmazer. “Information Contagion and Bank Herding.” Journal of Money, Credit and Banking, (2008) 40, no. 1, 215-231.
Agrawal, D., I. Korablev, and D. W. Dwyer. “Valuation of Corporate Loans: A Credit Migration Approach.” Moody’s KMV Publication, January 25, 2008.
Aguais, S. D., L. Forest, S. Krishnamoorthy, and T. Mueller. “Creating Value from Both Loan Structure and Price.” Commercial Lending Review, Spring 1998, 13-24
Allen, L. “Discussion.” In Ratings, Rating Agencies, and the Global Financial System, R. Levich (ed.). Kluwer Academic Press, 2002.
Allen, L., J. Boudoukh, and A. Saunders.Value at Risk in Theory and Practice. Malden, ME: Blackwell Publishing, 2002.
Allen, L., J. Boudoukh, A. Saunders.Understanding Market, Credit and Operational Risk. Malden, ME: Blackwell Publishing, 2004.
Allen, L., and G. Li. ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required