Bibliography

Bibliography

01 Albanese C., Chen O., Implied migrations rates from credit barrier models Journal of Banking and Finance 30 2006, 607-626

02 Alessandrini F., Credit risk, interest rate risk, and the business cycle Journal of Fixed Income 9 2 1999, 42-53

03 Allen L., Saunders A., A survey of cyclical effects in credit risk measurement model. BIS Working Paper 126. 2003

04 Altman E., Financial ratios, discriminant analysis, and the prediction of corporate bankruptcy Journal of Finance 23 1 1968, 589-609

05 Altman E., Corporate Financial Distress. A Complete Guide to Predicting, Avoiding, and Dealing with Bankruptcy 1983 John Wiley & Sons Inc. New York

06 Altman E., Brady B., Resti A., Sironi A., The link between default and ...

Get Rating Based Modeling of Credit Risk now with the O’Reilly learning platform.

O’Reilly members experience live online training, plus books, videos, and digital content from nearly 200 publishers.