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Volumn 53, Issue 4, 1998, Pages 1363-1387

Credit risk in private debt portfolios

(1)  Carey, Mark a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039491257     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00056     Document Type: Article
Times cited : (97)

References (25)
  • 1
    • 84977717232 scopus 로고
    • Measuring corporate bond mortality and performance
    • Altman, Edward I., 1989, Measuring corporate bond mortality and performance, Journal of Finance 44, 909-922.
    • (1989) Journal of Finance , vol.44 , pp. 909-922
    • Altman, E.I.1
  • 2
    • 17644379881 scopus 로고    scopus 로고
    • Credit risk measurement: Developments over the last 20 years
    • forthcoming
    • Altman, Edward I., and Anthony Saunders, 1998, Credit risk measurement: Developments over the last 20 years, Journal of Banking and Finance 22, forthcoming.
    • (1998) Journal of Banking and Finance , vol.22
    • Altman, E.I.1    Saunders, A.2
  • 4
    • 0001885070 scopus 로고
    • Measuring loss on defaulted bank loans: A 24-year study
    • Asarnow, Elliot, and David Edwards, 1995, Measuring loss on defaulted bank loans: A 24-year study, The Journal of Commercial Lending 77, 11-23.
    • (1995) The Journal of Commercial Lending , vol.77 , pp. 11-23
    • Asarnow, E.1    Edwards, D.2
  • 5
    • 0000244610 scopus 로고
    • Risk-based capital and deposit insurance reform
    • Avery, Robert B., and Allen N. Berger, 1991, Risk-based capital and deposit insurance reform, Journal of Banking and Finance 15, 847-874.
    • (1991) Journal of Banking and Finance , vol.15 , pp. 847-874
    • Avery, R.B.1    Berger, A.N.2
  • 6
    • 15844393462 scopus 로고
    • The relationship between capital and earnings in banking
    • Berger, Allen N., 1995, The relationship between capital and earnings in banking, Journal of Money, Credit, and Banking 27, 432-456.
    • (1995) Journal of Money, Credit, and Banking , vol.27 , pp. 432-456
    • Berger, A.N.1
  • 13
    • 47749120440 scopus 로고
    • Financial intermediation and delegated monitoring
    • Diamond, Douglas W., 1984, Financial intermediation and delegated monitoring, Review of Economic Studies 51, 393-414.
    • (1984) Review of Economic Studies , vol.51 , pp. 393-414
    • Diamond, D.W.1
  • 14
    • 0000772156 scopus 로고
    • Debt maturity and the deadweight costs of leverage: Optimally financing banking firms
    • Flannery, Mark, 1994, Debt maturity and the deadweight costs of leverage: Optimally financing banking firms, American Economic Review 84, 320-31.
    • (1994) American Economic Review , vol.84 , pp. 320-331
    • Flannery, M.1
  • 18
    • 0010788101 scopus 로고
    • The implementation of prompt corrective action: An assessment
    • Jones, David S., and Kathy King, 1995, The implementation of prompt corrective action: An assessment, Journal of Banking and Finance 19, 491-510.
    • (1995) Journal of Banking and Finance , vol.19 , pp. 491-510
    • Jones, D.S.1    King, K.2
  • 21
    • 0030240850 scopus 로고    scopus 로고
    • Bank capital requirements for securitized loan pools
    • McAllister, Patrick H., and John J. Mingo, 1996, Bank capital requirements for securitized loan pools, Journal of Banking and Finance 20, 1381-1405.
    • (1996) Journal of Banking and Finance , vol.20 , pp. 1381-1405
    • McAllister, P.H.1    Mingo, J.J.2
  • 25
    • 0041108855 scopus 로고
    • Corporate defaults level off in 1994
    • (New York), May 1
    • Standard and Poor's, 1995, Corporate defaults level off in 1994, in Creditweek (New York), May 1.
    • (1995) Creditweek


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.