-
1
-
-
0036077584
-
On the coherence of expected shortfall
-
Acerbi, C. and Tasche, D. (2002). On the coherence of expected shortfall. Journal of Banking and Finance, 26(7), 1487-1503.
-
(2002)
Journal of Banking and Finance
, vol.26
, Issue.7
, pp. 1487-1503
-
-
Acerbi, C.1
Tasche, D.2
-
2
-
-
32944476468
-
CDO and ABS underperformance: a correlation story
-
Adelson, M.H. (2003). CDO and ABS underperformance: a correlation story. Journal of Fixed Income, 13(3), 53-63.
-
(2003)
Journal of Fixed Income
, vol.13
, Issue.3
, pp. 53-63
-
-
Adelson, M.H.1
-
3
-
-
84882157096
-
Point in time versus through the cycle ratings
-
M. Ong), Risk Books, London, UK
-
Aguais, S.D.,Forest, L.R. Jr., Wong, E.Y.L., and Diaz-Ledezma, D. (2004). Point in time versus through the cycle ratings. In The Basel handbook: a guide for financial practitioners (ed. M. Ong), Risk Books, London, UK, pp. 183-209.
-
(2004)
The Basel handbook: a guide for financial practitioners
, pp. 183-209
-
-
Aguais, S.D.1
Forest, L.R.2
Wong, E.Y.L.3
Diaz-Ledezma, D.4
-
4
-
-
85005305538
-
The market for 'lemons': Quality uncertainty and the market mechanism
-
Akerlof, G. (1970). The market for 'lemons': Quality uncertainty and the market mechanism. Quarterly Journal of Economics, 84, 488-500.
-
(1970)
Quarterly Journal of Economics
, vol.84
, pp. 488-500
-
-
Akerlof, G.1
-
5
-
-
34547486606
-
A practical operational risk scenario analysis quantification
-
Alderweireld, T., Garcia, J., and Leonard,L. (2006). A practical operational risk scenario analysis quantification. Risk, 19(2), 93-95.
-
(2006)
Risk
, vol.19
, Issue.2
, pp. 93-95
-
-
Alderweireld, T.1
Garcia, J.2
Leonard, L.3
-
9
-
-
2442619938
-
Incorporating systemic influences into risk measurements: a survey of the literature
-
Allen, L. and Saunders, A. (2004). Incorporating systemic influences into risk measurements: a survey of the literature. Journal of Financial Services Research, 26(2), 161-191.
-
(2004)
Journal of Financial Services Research
, vol.26
, Issue.2
, pp. 161-191
-
-
Allen, L.1
Saunders, A.2
-
10
-
-
70349486415
-
-
John Wiley & Sons, Hoboken,New Jersey.
-
Allen, S. (2003). Financial risk management. John Wiley & Sons, Hoboken,New Jersey.
-
(2003)
Financial risk management
-
-
Allen, S.1
-
11
-
-
46749114517
-
The PD/LGD link: Empirical evidence from the bond market
-
A. Altman,A. Resti, and A. Sironi), Risk Books, London, UK
-
Altman, A., Resti, A., and Sironi,A. (2005). The PD/LGD link: Empirical evidence from the bond market. In Recovery risk: the next challenge in credit risk management (ed. A. Altman,A. Resti, and A. Sironi), Risk Books, London, UK,pp. 217-233.
-
(2005)
Recovery risk: the next challenge in credit risk management
, pp. 217-233
-
-
Altman, A.1
Resti, A.2
Sironi, A.3
-
12
-
-
84980104458
-
Financial ratios, discriminant analysis and the prediction of corporate bankruptcy
-
Altman, E.I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. Journal of Finance, 23, 589-609.
-
(1968)
Journal of Finance
, vol.23
, pp. 589-609
-
-
Altman, E.I.1
-
13
-
-
84977717232
-
Measuring corporate bond mortality and performance
-
Altman, E.I. (1989). Measuring corporate bond mortality and performance. Journal of Finance, 44(4), 909-922.
-
(1989)
Journal of Finance
, vol.44
, Issue.4
, pp. 909-922
-
-
Altman, E.I.1
-
15
-
-
7944229970
-
Zeta analysis: Anew model to identify bankruptcy risk of corporations
-
Altman, E.I., Haldeman, R.G ., and Narayanan,P. (1977). Zeta analysis: Anew model to identify bankruptcy risk of corporations. Journal of Banking and Finance, 1, 29-54.
-
(1977)
Journal of Banking and Finance
, vol.1
, pp. 29-54
-
-
Altman, E.I.1
Haldeman, R.G.2
Narayanan, P.3
-
16
-
-
29244457924
-
-
Risk Books,London.
-
Altman, E., Resti, A., and Sironi, A. (ed.) (2005). Recovery risk. Risk Books,London.
-
(2005)
Recovery risk
-
-
Altman, E.1
Resti, A.2
Sironi, A.3
-
17
-
-
4644265058
-
How rating agencies achieve rating stability
-
Altman, E.I. and Rijken, H.A. (2004). How rating agencies achieve rating stability. Journal of Banking & Finance, 28, 2679-2714.
-
(2004)
Journal of Banking & Finance
, vol.28
, pp. 2679-2714
-
-
Altman, E.I.1
Rijken, H.A.2
-
18
-
-
33645673918
-
A point-in-time perspective on through-the-cycle ratings
-
Altman, E.I. and Rijken, H.A. (2006). A point-in-time perspective on through-the-cycle ratings. Financial Analysts Journal, 62(1), 54-70.
-
(2006)
Financial Analysts Journal
, vol.62
, Issue.1
, pp. 54-70
-
-
Altman, E.I.1
Rijken, H.A.2
-
19
-
-
1842715601
-
The distribution of realized exchange rate volatility
-
Andersen, T.,Bollerslev , T., Diebold, F.X., and Labys, P. (2001). The distribution of realized exchange rate volatility. Journal of the American Statistical Association, 96, 42-55.
-
(2001)
Journal of the American Statistical Association
, vol.96
, pp. 42-55
-
-
Andersen, T.1
Bollerslev, T.2
Diebold, F.X.3
Labys, P.4
-
21
-
-
84919693534
-
-
(6th edn). ABN-AMRO
-
Anhamm, C., Winkler, S., Parhar, H., Kini, D., and Nilsson, M. (2006). Liquid covered bonds the expansion continues (6th edn). ABN-AMRO.
-
(2006)
Liquid covered bonds the expansion continues
-
-
Anhamm, C.1
Winkler, S.2
Parhar, H.3
Kini, D.4
Nilsson, M.5
-
22
-
-
44249122515
-
Loan equivalents for revolving credits and advised lines
-
May
-
Araten, M. and Jacobs, M. (2001, May). Loan equivalents for revolving credits and advised lines. The RMA Journal, 34-39.
-
(2001)
The RMA Journal
, pp. 34-39
-
-
Araten, M.1
Jacobs, M.2
-
23
-
-
39649084961
-
Measuring LGD on commercial loans: an 18-year internal study
-
May
-
Araten, M., Jacobs,M., and Varshney, P. (2004,May). Measuring LGD on commercial loans: an 18-year internal study. The RMA Journal, 28-35.
-
(2004)
The RMA Journal
, pp. 28-35
-
-
Araten, M.1
Jacobs, M.2
Varshney, P.3
-
24
-
-
47949129257
-
An internal ratings migration study
-
Araten, M.,Jacobs, M. Jr., Varshney, P., and Pellegrino, C.R. (2004). An internal ratings migration study. The RMA Journal, 92-97.
-
(2004)
The RMA Journal
, pp. 92-97
-
-
Araten, M.1
Jacobs, M.2
Varshney, P.3
Pellegrino, C.R.4
-
25
-
-
0033412999
-
Coherent measures of risk
-
Artzner, P.F., Delbaen, J.-F., and Heath, D.(1999). Coherent measures of risk. Mathematical Finance, 9, 1487-1503.
-
(1999)
Mathematical Finance
, vol.9
, pp. 1487-1503
-
-
Artzner, P.F.1
Delbaen, J.-F.2
Heath, D.3
-
26
-
-
0001885070
-
Measuring loss on defaulted bank loans. a 24-year-study
-
Asarnow, E. and Edwards, D. (1995). Measuring loss on defaulted bank loans. a 24-year-study. Journal of Commercial Lending, 77(7), 11-23.
-
(1995)
Journal of Commercial Lending
, vol.77
, Issue.7
, pp. 11-23
-
-
Asarnow, E.1
Edwards, D.2
-
27
-
-
4344575444
-
Historical performance of the US corporate loan market: 1988-1993
-
Asarnow, E. and Marker, J. (1995). Historical performance of the US corporate loan market: 1988-1993. The Journal of Commercial Lending, 77(2), 13-32.
-
(1995)
The Journal of Commercial Lending
, vol.77
, Issue.2
, pp. 13-32
-
-
Asarnow, E.1
Marker, J.2
-
28
-
-
0035391093
-
Bankruptcy prediction for credit risk using neural networks: A survey and new results
-
Atiya, A.F. (2001). Bankruptcy prediction for credit risk using neural networks: A survey and new results. IEEE Transactions on Neural Networks, 12(4), 929-935.
-
(2001)
IEEE Transactions on Neural Networks
, vol.12
, Issue.4
, pp. 929-935
-
-
Atiya, A.F.1
-
29
-
-
24144451810
-
Neural network survival analysis for personal loan data
-
Baesens, B., Mues, C., Van Gestel, T.,and Vant (2005). Neural network survival analysis for personal loan data. Journal of Operation Research Society, 59(9), 1089-1098.
-
(2005)
Journal of Operation Research Society
, vol.59
, Issue.9
, pp. 1089-1098
-
-
Baesens, B.1
Mues, C.2
Van Gestel, T.3
Vant4
-
30
-
-
0037534150
-
Using neural network rule extraction and decision tables for credit-risk evaluation
-
Baesens, B., Setiono, R.,Mues, C., and Vanthienen, J. (2003). Using neural network rule extraction and decision tables for credit-risk evaluation. Management Science, 49(3), 312-329.
-
(2003)
Management Science
, vol.49
, Issue.3
, pp. 312-329
-
-
Baesens, B.1
Setiono, R.2
Mues, C.3
Vanthienen, J.4
-
31
-
-
0038209756
-
Benchmarking state of the art classification algorithms for credit scoring
-
Baesens, B., Van Gestel, T., Viaene, S., Stepanova, M., Suykens, J.A.K., and Vanthienen,J. (2003). Benchmarking state of the art classification algorithms for credit scoring. Journal of the Operational Research Society, 54(6), 627-635.
-
(2003)
Journal of the Operational Research Society
, vol.54
, Issue.6
, pp. 627-635
-
-
Baesens, B.1
Van Gestel, T.2
Viaene, S.3
Stepanova, M.4
Suykens, J.A.K.5
Vanthienen, J.6
-
32
-
-
0036532641
-
Bayesian neural network learning for repeat purchase modelling in direct marketing
-
Baesens, B., Viaene, S., Van den Poel, D., Vanthienen, J., and Dedene,G. (2002). Bayesian neural network learning for repeat purchase modelling in direct marketing. European Journal of Operational Research, 138(1), 191-211.
-
(2002)
European Journal of Operational Research
, vol.138
, Issue.1
, pp. 191-211
-
-
Baesens, B.1
Viaene, S.2
Van den Poel, D.3
Vanthienen, J.4
Dedene, G.5
-
33
-
-
0036532641
-
Using Bayesian neural networks for repeat purchase modelling in direct marketing
-
Baesens, B., Viaene, S., Van den Poel, D., Vanthienen, J., and Dedene, G. (2002). Using Bayesian neural networks for repeat purchase modelling in direct marketing. European Journal of Operational Research, 138(1), 191-211.
-
(2002)
European Journal of Operational Research
, vol.138
, Issue.1
, pp. 191-211
-
-
Baesens, B.1
Viaene, S.2
Van den Poel, D.3
Vanthienen, J.4
Dedene, G.5
-
35
-
-
1142301805
-
Assessing credit agencies by bond issuers and institutional investors
-
Baker, H.K. and Mansi, S.A (2002). Assessing credit agencies by bond issuers and institutional investors. Journal of Business Finance and Accounting, 29(9,10), 1367-1398.
-
(2002)
Journal of Business Finance and Accounting
, vol.29
, Issue.9-10
, pp. 1367-1398
-
-
Baker, H.K.1
Mansi, S.A.2
-
36
-
-
0027091258
-
Political instability, country risk and probability of default
-
Balkan, E. (1992). Political instability, country risk and probability of default. Applied Economics, 24, 999-1008.
-
(1992)
Applied Economics
, vol.24
, pp. 999-1008
-
-
Balkan, E.1
-
38
-
-
0003559217
-
Does scoring a subpopulation make a difference?
-
Banasik, J., Crook, J.N., and Thomas, L. (1996). Does scoring a subpopulation make a difference? International Review of Retail, Distribution and Consumer Research, 6, 180-195.
-
(1996)
International Review of Retail, Distribution and Consumer Research
, vol.6
, pp. 180-195
-
-
Banasik, J.1
Crook, J.N.2
Thomas, L.3
-
39
-
-
0033283750
-
Not if but when will borrowers default
-
Banasik, J.,Crook, J.N., and Thomas, L.C. (1999). Not if but when will borrowers default. Journal of the Operational Research Society, 50, 1185-1190.
-
(1999)
Journal of the Operational Research Society
, vol.50
, pp. 1185-1190
-
-
Banasik, J.1
Crook, J.N.2
Thomas, L.C.3
-
41
-
-
0242618785
-
The effect of bond rating changes and new ratings on UK stock returns
-
Barron, M., Clare, A., and Thomas, S. (1997). The effect of bond rating changes and new ratings on UK stock returns. Journal of Business, Finance and Accounting, 24, 497-509.
-
(1997)
Journal of Business, Finance and Accounting
, vol.24
, pp. 497-509
-
-
Barron, M.1
Clare, A.2
Thomas, S.3
-
42
-
-
84919693533
-
Secured loan recovery study: The UK experience
-
February, Technical report,Fitch IBCA,NY
-
Bartlett, F. (2000,February). Secured loan recovery study: The UK experience. Technical report,Fitch IBCA,NY.
-
(2000)
-
-
Bartlett, F.1
-
43
-
-
84889715600
-
Instruments eligible for inclusion in Tier 1 capital
-
October, Technical report,Bank for International Settlements,Basel
-
Basel Committee on Banking Supervision (1988,October). Instruments eligible for inclusion in Tier 1 capital. Technical report,Bank for International Settlements,Basel.
-
(1988)
-
-
-
44
-
-
0003484708
-
Amendment to the capital accord to incorporate market risks
-
January, Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (1996,January). Amendment to the capital accord to incorporate market risks. Technical report, Bank for International Settlements, Basel.
-
(1996)
-
-
-
45
-
-
0011349975
-
Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements
-
Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (1996). Supervisory framework for the use of 'backtesting' in conjunction with the internal models approach to market risk capital requirements. Technical report, Bank for International Settlements, Basel.
-
(1996)
-
-
-
46
-
-
0003484708
-
Amendment to the capital accord to incorporate market risks
-
September, Technical report,Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision(1997, September). Amendment to the capital accord to incorporate market risks. Technical report,Bank for International Settlements, Basel.
-
(1997)
-
-
-
47
-
-
0003793997
-
Core principles for effective banking supervision
-
Technical report, Bank for International Settlements (BIS)
-
Basel Committee on Banking Supervision (1997). Core principles for effective banking supervision. Technical report, Bank for International Settlements (BIS).
-
(1997)
-
-
-
48
-
-
84919693532
-
Enhanced bank transparency
-
Technical report, Bank for International Settlements (BIS), Basel
-
Basel Committee on Banking Supervision (1998). Enhanced bank transparency. Technical report, Bank for International Settlements (BIS), Basel.
-
(1998)
-
-
-
49
-
-
4644355177
-
International Convergence of Capital Measurement and Capital Standards
-
Technical report,Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (1998). International Convergence of Capital Measurement and Capital Standards. Technical report,Bank for International Settlements, Basel.
-
(1998)
-
-
-
50
-
-
60249097156
-
Principles for the management of credit risk
-
September, Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2000,September). Principles for the management of credit risk. Technical report, Bank for International Settlements, Basel.
-
(2000)
-
-
-
51
-
-
84919701500
-
Sound practices for managing liquidity
-
Technical report,Bank for International Settlements (BIS),Basel.
-
Basel Committee on Banking Supervision (2000). Sound practices for managing liquidity. Technical report,Bank for International Settlements (BIS),Basel.
-
(2000)
-
-
-
52
-
-
85015363663
-
Pillar 3 (market discipline), supporting document to the new Basel capital accord
-
Technical report,Bank for International Settlements (BIS), Basel
-
Basel Committee on Banking Supervision (2001). Pillar 3 (market discipline), supporting document to the new Basel capital accord. Technical report,Bank for International Settlements (BIS), Basel.
-
(2001)
-
-
-
53
-
-
27844492477
-
Principles for the management and supervision of interest rate risk
-
Technical report, Bank for International Settlements (BIS), Basel
-
Basel Committee on Banking Supervision (2001). Principles for the management and supervision of interest rate risk. Technical report, Bank for International Settlements (BIS), Basel.
-
(2001)
-
-
-
54
-
-
33645799617
-
High-level principles for the cross-border implementation of the New Accord
-
Technical report,Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2003). High-level principles for the cross-border implementation of the New Accord. Technical report,Bank for International Settlements, Basel.
-
(2003)
-
-
-
55
-
-
0037601829
-
Sound practices for the management and supervision of operational risk
-
February, Technical report,Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2003,February). Sound practices for the management and supervision of operational risk. Technical report,Bank for International Settlements, Basel.
-
(2003)
-
-
-
56
-
-
34248550270
-
Bank failures in mature economies
-
Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2004). Bank failures in mature economies. Technical report, Bank for International Settlements, Basel.
-
(2004)
-
-
-
57
-
-
84919655450
-
An explanatory note on the Basel II IRB risk weight functions
-
October, Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2004, October). An explanatory note on the Basel II IRB risk weight functions. Technical report, Bank for International Settlements, Basel.
-
(2004)
-
-
-
58
-
-
4644355177
-
International convergence of capital measurement and capital standards
-
Technical report, Bank for International Settlements (BIS), Basel
-
Basel Committee on Banking Supervision (2004). International convergence of capital measurement and capital standards. Technical report, Bank for International Settlements (BIS), Basel.
-
(2004)
-
-
-
59
-
-
72749099119
-
Principles for the management and supervision of interest rate risk
-
July, Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2004, July). Principles for the management and supervision of interest rate risk. Technical report, Bank for International Settlements, Basel.
-
(2004)
-
-
-
60
-
-
33748124550
-
Guidance on paragraph 468 of the framework document
-
July, Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2005, July). Guidance on paragraph 468 of the framework document. Technical report, Bank for International Settlements, Basel.
-
(2005)
-
-
-
61
-
-
47949130193
-
Studies on the validation of internal rating systems
-
Working paper 14, Bank for International Settlements
-
Basel Committee on Banking Supervision (2005). Studies on the validation of internal rating systems. Working paper 14, Bank for International Settlements.
-
(2005)
-
-
-
62
-
-
37549054441
-
The Application of Basel II to Trading Activities and the Treatment of Double Default Effects
-
Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2005). The Application of Basel II to Trading Activities and the Treatment of Double Default Effects. Technical report, Bank for International Settlements, Basel.
-
(2005)
-
-
-
63
-
-
4644355177
-
International Convergence of Capital Measurement and Capital Standards, A Revised Framework
-
Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2006). International Convergence of Capital Measurement and Capital Standards, A Revised Framework. Technical report, Bank for International Settlements, Basel.
-
(2006)
-
-
-
64
-
-
35348960928
-
Results on the fifth quantitative impact study (QIS5)
-
June, Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2006, June). Results on the fifth quantitative impact study (QIS5). Technical report, Bank for International Settlements, Basel.
-
(2006)
-
-
-
65
-
-
79959693620
-
History of the Basel Committee and its Membership
-
Technical report, Bank for International Settlements, Basel
-
Basel Committee on Banking Supervision (2007). History of the Basel Committee and its Membership. Technical report, Bank for International Settlements, Basel.
-
(2007)
-
-
-
69
-
-
0141464998
-
Bankruptcy risk and productive efficiency in manufacturing firms
-
Beccheti, L. and Sierra, J. (2002). Bankruptcy risk and productive efficiency in manufacturing firms. Journal of Banking and Finance, 27, 2099-2120.
-
(2002)
Journal of Banking and Finance
, vol.27
, pp. 2099-2120
-
-
Beccheti, L.1
Sierra, J.2
-
70
-
-
84892272878
-
Sicherheitenoptimierung nach Basel II
-
Beckmann, C. and Papazoglou, P. (2004). Sicherheitenoptimierung nach Basel II. Kreditwesen, 3, 146-150.
-
(2004)
Kreditwesen
, vol.3
, pp. 146-150
-
-
Beckmann, C.1
Papazoglou, P.2
-
71
-
-
12444326344
-
Leading indicator models of banking crises: a critical review
-
December
-
Bell, J. and Pain, D. (2000, December). Leading indicator models of banking crises: a critical review. Bank of England Financial Stability Review, 1 13-129.
-
(2000)
Bank of England Financial Stability Review
, vol.1
, pp. 13-129
-
-
Bell, J.1
Pain, D.2
-
72
-
-
0002504346
-
The efficiency effects of bank mergers and acquisitions: A preliminary look at the 1990s data
-
Y. Amihud and G. Miller), Kluwer Academic Publishers Boston
-
Berger, A.N. (1998). The efficiency effects of bank mergers and acquisitions: A preliminary look at the 1990s data. In Bank mergers and acquisitions (ed. Y. Amihud and G. Miller), Kluwer Academic Publishers Boston, pp. 79-111.
-
(1998)
Bank mergers and acquisitions
, pp. 79-111
-
-
Berger, A.N.1
-
73
-
-
0033074730
-
The consolidation of the financial services industry: Causes, consequences and implications for the future
-
Berger, A.N., Demsetz, R.S., and Strahan, P.E. (1999). The consolidation of the financial services industry: Causes, consequences and implications for the future. Journal of Banking & Finance, 23, 135-194.
-
(1999)
Journal of Banking & Finance
, vol.23
, pp. 135-194
-
-
Berger, A.N.1
Demsetz, R.S.2
Strahan, P.E.3
-
74
-
-
0000977550
-
Bank efficiency derived from the profit function
-
Berger, A.N., Hancock, D., and Humphrey, D.B. (1993). Bank efficiency derived from the profit function. Journal of Banking and Finance, 17, 317-347.
-
(1993)
Journal of Banking and Finance
, vol.17
, pp. 317-347
-
-
Berger, A.N.1
Hancock, D.2
Humphrey, D.B.3
-
75
-
-
33845229252
-
The role of capital in financial institutions
-
Berger, A.N., Herring,R.J., and Szegö, G.P.(1995). The role of capital in financial institutions. Journal of Banking and Finance, 19, 393-430.
-
(1995)
Journal of Banking and Finance
, vol.19
, pp. 393-430
-
-
Berger, A.N.1
Herring, R.J.2
Szegö, G.P.3
-
76
-
-
0000572904
-
The efficiency of financial institutions: A review and preview of research past, present and future
-
Berger, A.N., Hunter, W.C., and Timme, S.G. (1993). The efficiency of financial institutions: A review and preview of research past, present and future. Journal of Banking and Finance, 17, 221-249.
-
(1993)
Journal of Banking and Finance
, vol.17
, pp. 221-249
-
-
Berger, A.N.1
Hunter, W.C.2
Timme, S.G.3
-
77
-
-
59749088671
-
-
Wiley, Hoboken, New Jersey.
-
Berry, M.J.A. and Linoff, G.S. (2004). Data mining techniques for marketing, sales and customer relationship management. Wiley, Hoboken, New Jersey.
-
(2004)
Data mining techniques for marketing, sales and customer relationship management
-
-
Berry, M.J.A.1
Linoff, G.S.2
-
80
-
-
85015692260
-
The pricing of options and corporate liabilities
-
Black, F. and Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81, 637-654.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
82
-
-
2942617827
-
-
1st edn). CRC Financial Mathematics Series. Chapman & Hall,Boca Raton
-
Blum, C., Overbeck, L., and Wagner, C. (2002). An introduction to credit risk modeling (1st edn). CRC Financial Mathematics Series. Chapman & Hall,Boca Raton.
-
(2002)
An introduction to credit risk modeling
-
-
Blum, C.1
Overbeck, L.2
Wagner, C.3
-
83
-
-
0001835543
-
Failing company discriminant analysis
-
Blum, M. (1974). Failing company discriminant analysis. Journal of Accounting Research, 12(1), 1-25.
-
(1974)
Journal of Accounting Research
, vol.12
, Issue.1
, pp. 1-25
-
-
Blum, M.1
-
84
-
-
2442688832
-
Portfolio management of default risk
-
Technical report, KMV
-
Bohn, J. and Kealhofer, S. (2001). Portfolio management of default risk. Technical report, KMV.
-
(2001)
-
-
Bohn, J.1
Kealhofer, S.2
-
85
-
-
21444444859
-
Moral hazard and secured lending in an infinitely repeated credit market game
-
Boot, A. and Thakor,A. (1991). Moral hazard and secured lending in an infinitely repeated credit market game. International Economic Review, 35, 899-920.
-
(1991)
International Economic Review
, vol.35
, pp. 899-920
-
-
Boot, A.1
Thakor, A.2
-
86
-
-
38249034365
-
Competition, risk neutrality and loan commitments
-
Boot, A., Thakor, A., and Udell, G. (1987). Competition, risk neutrality and loan commitments. Journal of Banking and Finance, 11, 449-471.
-
(1987)
Journal of Banking and Finance
, vol.11
, pp. 449-471
-
-
Boot, A.1
Thakor, A.2
Udell, G.3
-
87
-
-
0002306319
-
Predicting corporate failure using a neural network approach
-
Boritz, J.E., Kennedy, D.B., and Albuquerque, A. (1995). Predicting corporate failure using a neural network approach. International Journal of Intelligent Systems in Accounting, Finance and Management, 4(2), 95-111.
-
(1995)
International Journal of Intelligent Systems in Accounting, Finance and Management
, vol.4
, Issue.2
, pp. 95-111
-
-
Boritz, J.E.1
Kennedy, D.B.2
Albuquerque, A.3
-
90
-
-
84946640223
-
Transformations of the independent variables
-
Box, G.E.P. and Tidwell, P.W. (1962). Transformations of the independent variables. Technometrics, 4, 531-550.
-
(1962)
Technometrics
, vol.4
, pp. 531-550
-
-
Box, G.E.P.1
Tidwell, P.W.2
-
92
-
-
4644369783
-
Market Implied Ratings
-
Breger, L., Goldberg, L.,and Cheyette, O. (2003). Market Implied Ratings. Risk, 16(7), 85-89.
-
(2003)
Risk
, vol.16
, Issue.7
, pp. 85-89
-
-
Breger, L.1
Goldberg, L.2
Cheyette, O.3
-
93
-
-
3543069934
-
An exegesis on currency and banking crises
-
Breuer, J.B (2004). An exegesis on currency and banking crises. Journal of Economic Surveys, 18(3), 293-320.
-
(2004)
Journal of Economic Surveys
, vol.18
, Issue.3
, pp. 293-320
-
-
Breuer, J.B.1
-
94
-
-
0001876744
-
A neural network method for obtaining an early warning of insurer insolvency
-
Brockett, P., Cooper, W., Golden, L., and Pitaktong, U. (1994). A neural network method for obtaining an early warning of insurer insolvency. The Journal of Risk and Insurance, 6, 402-424.
-
(1994)
The Journal of Risk and Insurance
, vol.6
, pp. 402-424
-
-
Brockett, P.1
Cooper, W.2
Golden, L.3
Pitaktong, U.4
-
95
-
-
0141986440
-
-
Pearson Education Limited, Harlow , Great Britain.
-
Butler, C. (1999). Mastering value-at-risk. Pearson Education Limited, Harlow , Great Britain.
-
(1999)
Mastering value-at-risk
-
-
Butler, C.1
-
96
-
-
84919693531
-
-
American Bankers Association, Washington, DC.
-
Buzzell, D.H. (2004). Principles of banking. American Bankers Association, Washington, DC.
-
(2004)
Principles of banking
-
-
Buzzell, D.H.1
-
97
-
-
84890656542
-
-
Princeton University Press, Princeton, New Jersey.
-
Campbell, J.Y., Lo, A.W., and MacKinlay, A.C. (1997). The econometrics of financial markets. Princeton University Press, Princeton, New Jersey.
-
(1997)
The econometrics of financial markets
-
-
Campbell, J.Y.1
Lo, A.W.2
MacKinlay, A.C.3
-
99
-
-
84919693530
-
Summary guidance for notching secured bonds, subordinated bonds, and preferred stocks of corporate issuers
-
September, Technical report, Moody's Global Credit Research
-
Cantor, R. (2001, September). Summary guidance for notching secured bonds, subordinated bonds, and preferred stocks of corporate issuers. Technical report, Moody's Global Credit Research.
-
(2001)
-
-
Cantor, R.1
-
100
-
-
84919693529
-
An explanation of Market Implied Ratings
-
Technical report, Moody's Investors Service
-
Cantor, R., Fons, J., Munves, D., Mann, C., and Viswanathan, J. (2007). An explanation of Market Implied Ratings. Technical report, Moody's Investors Service.
-
(2007)
-
-
Cantor, R.1
Fons, J.2
Munves, D.3
Mann, C.4
Viswanathan, J.5
-
102
-
-
0002481622
-
Determinants and impact of sovereign credit ratings
-
Federal Reserve Bank of New York., Federal Reserve Bank of New York
-
Federal Reserve Bank of New York. Cantor, R. and Packer, F. (1996). Determinants and impact of sovereign credit ratings. Economic Policy Review, 2(2), 37-53. Federal Reserve Bank of New York.
-
(1996)
Economic Policy Review
, vol.2
, Issue.2
, pp. 37-53
-
-
Cantor, R.1
Packer, F.2
-
103
-
-
0031256503
-
Differences of opinion and selection bias in the credit rating industry
-
Cantor, R. and Packer, F. (1997). Differences of opinion and selection bias in the credit rating industry. Journal of Banking and Finance, 21, 1395-1417.
-
(1997)
Journal of Banking and Finance
, vol.21
, pp. 1395-1417
-
-
Cantor, R.1
Packer, F.2
-
104
-
-
0004247587
-
-
John Wiley & Sons, Inc., New York
-
Caouette, J., Altman, E., and Narayanan, P. (1998). Managing credit risk: the next great financial challenge, John Wiley & Sons, Inc., New York.
-
(1998)
Managing credit risk: the next great financial challenge
-
-
Caouette, J.1
Altman, E.2
Narayanan, P.3
-
106
-
-
84919693528
-
Economic capital survey overview
-
May, Technical report
-
Capital Markets Risk Advisors (2001,May). Economic capital survey overview. Technical report.
-
(2001)
-
-
-
107
-
-
0006226676
-
Dimensions of credit risk and their relationship to economic capital requirements
-
(ed. F. Mishkin). University of Chicago Press, London
-
Carey, M. (2001). Dimensions of credit risk and their relationship to economic capital requirements. In Prudential supervision: what works and what doesn't (ed. F. Mishkin). University of Chicago Press, London.
-
(2001)
Prudential supervision: what works and what doesn't
-
-
Carey, M.1
-
108
-
-
0036105157
-
A guide to choosing absolute bank capital requirements
-
Carey, M.S. (2002). A guide to choosing absolute bank capital requirements. Journal of Banking and Finance, 26(5), 929-951.
-
(2002)
Journal of Banking and Finance
, vol.26
, Issue.5
, pp. 929-951
-
-
Carey, M.S.1
-
109
-
-
84919693527
-
Credit FAQ: Foreign/local currency and sovereign/nonsovereign rating differentials
-
Technical report, Standard & Poor's
-
Cavanaugh, M. (2003). Credit FAQ: Foreign/local currency and sovereign/nonsovereign rating differentials. Technical report, Standard & Poor's.
-
(2003)
-
-
Cavanaugh, M.1
-
111
-
-
38249016375
-
The dynamic structure of optimal debt contracts
-
Chang, C. (1990). The dynamic structure of optimal debt contracts. Journal of Economic Theory, 52, 68-86.
-
(1990)
Journal of Economic Theory
, vol.52
, pp. 68-86
-
-
Chang, C.1
-
112
-
-
0342813996
-
Neural network approach for assessing country risk for foreign investment
-
Chattopadhyay, S.P. (1997). Neural network approach for assessing country risk for foreign investment. International Journal of Management, 14(2), 159-167.
-
(1997)
International Journal of Management
, vol.14
, Issue.2
, pp. 159-167
-
-
Chattopadhyay, S.P.1
-
113
-
-
84919677788
-
Recovery ratings: a fundamental approach to estimating recovery risk
-
A. Altman,A. Resti, and A. Sironi), Risk Books, London, UK
-
Chew, W.H. and Kerr, S.S. (2005). Recovery ratings: a fundamental approach to estimating recovery risk. In Recovery risk: the next challenge in credit risk management (ed. A. Altman,A. Resti, and A. Sironi), Risk Books, London, UK, pp. 87-100.
-
(2005)
Recovery risk: the next challenge in credit risk management
, pp. 87-100
-
-
Chew, W.H.1
Kerr, S.S.2
-
114
-
-
30144438981
-
The Binomial Expansion Technique applied to CBO/CLO analysis
-
Special report, Moody's
-
Cifuentes, A. and O'Connor, G. (1996). The Binomial Expansion Technique applied to CBO/CLO analysis. Special report, Moody's.
-
(1996)
-
-
Cifuentes, A.1
O'Connor, G.2
-
116
-
-
0040160904
-
The determinants of credit spread changes
-
Collin-Dufresne, P., Goldstein, R.S., and Martin, J.S. (2001). The determinants of credit spread changes. The Journal of Finance, 56(6), 2177-2207.
-
(2001)
The Journal of Finance
, vol.56
, Issue.6
, pp. 2177-2207
-
-
Collin-Dufresne, P.1
Goldstein, R.S.2
Martin, J.S.3
-
117
-
-
70449869569
-
Quantitative Impact Study 5: Overview on Results of the EU countries
-
Technical report, CEBS
-
Committee of the European Banking Supervisors (2006). Quantitative Impact Study 5: Overview on Results of the EU countries. Technical report, CEBS.
-
(2006)
-
-
-
118
-
-
27844534168
-
A survey of stress tests and current practice at major financial institutions
-
April, Technical report, Bank for International Settlements
-
Committee on the Global Financial System (2001, April). A survey of stress tests and current practice at major financial institutions. Technical report, Bank for International Settlements.
-
(2001)
-
-
-
119
-
-
61849166975
-
The role of ratings in structured finance: issues and implications
-
January, Technical report, Bank for International Settlements, Basel
-
Committee on the Global Financial System (2005, January). The role of ratings in structured finance: issues and implications. Technical report, Bank for International Settlements, Basel.
-
(2005)
-
-
-
121
-
-
0003437619
-
Creditrisk - a credit risk management framework
-
Technical report, Credit Suisse Financial Products
-
Credit Suisse Financial Products (1997). Creditrisk+ - a credit risk management framework. Technical report, Credit Suisse Financial Products.
-
(1997)
-
-
-
122
-
-
0033445907
-
Who is discouraged from applying for credit?
-
Crook, J.N. (1999). Who is discouraged from applying for credit? Economics Letters, 65, 165-172.
-
(1999)
Economics Letters
, vol.65
, pp. 165-172
-
-
Crook, J.N.1
-
123
-
-
1842665199
-
Modeling default risk
-
Modelling methodology, Moody's KMV
-
Crosbie, P. and Bohn, J. (2003). Modeling default risk. Modelling methodology, Moody's KMV.
-
(2003)
-
-
Crosbie, P.1
Bohn, J.2
-
124
-
-
0002027984
-
A comparison of current credit risk models
-
Crouhy, M., Galai, D., and Mark, R. (2000). A comparison of current credit risk models. Journal of Banking & Finance, 25, 59-177.
-
(2000)
Journal of Banking & Finance
, vol.25
, pp. 59-177
-
-
Crouhy, M.1
Galai, D.2
Mark, R.3
-
125
-
-
0006015384
-
Measuring risk-adjusted performance measurement
-
Fall
-
Crouhy, M., Turnbull, S., and Wakeman, L.M. (1999, Fall). Measuring risk-adjusted performance measurement. Journal of Risk, 2(1), 5-35.
-
(1999)
Journal of Risk
, vol.2
, Issue.1
, pp. 5-35
-
-
Crouhy, M.1
Turnbull, S.2
Wakeman, L.M.3
-
127
-
-
84903761101
-
The myth of cross-selling
-
Daniell, A. (2000). The myth of cross-selling. American Banker, 165(53), 7-12.
-
(2000)
American Banker
, vol.165
, Issue.53
, pp. 7-12
-
-
Daniell, A.1
-
129
-
-
0016381404
-
Linear models in decision making
-
Dawes, R. and Corrigan, B. (1974). Linear models in decision making. Psychological Bulletin, 81, 1017-1026.
-
(1974)
Psychological Bulletin
, vol.81
, pp. 1017-1026
-
-
Dawes, R.1
Corrigan, B.2
-
130
-
-
84967566996
-
Systemic risk and financial consolidation: Are they related? Federal Reserve discussion paper
-
De Nicolo, G . and Kwast, M.L. (2001). Systemic risk and financial consolidation: Are they related? Federal Reserve discussion paper. FEDS, 33.
-
(2001)
FEDS
, pp. 33
-
-
De Nicolo, G.1
Kwast, M.L.2
-
131
-
-
84919693526
-
Portfolio risk tracker: Description of the methodology
-
Technical report, Standard & Poor's Risk Solutions
-
de Servigny, A., Peretyatkin, V., Perraudin, W., and Renault, O. (2003). Portfolio risk tracker: Description of the methodology. Technical report, Standard & Poor's Risk Solutions.
-
(2003)
-
-
de Servigny, A.1
Peretyatkin, V.2
Perraudin, W.3
Renault, O.4
-
132
-
-
6444229837
-
Correlations evidence
-
July
-
de Servigny, A. and Renault, O. (2003,July). Correlations evidence. Risk, 16(7), 90-94.
-
(2003)
Risk
, vol.16
, Issue.7
, pp. 90-94
-
-
de Servigny, A.1
Renault, O.2
-
135
-
-
0000275837
-
Adiscriminant analysis of predictors of business failure
-
Deakin, E.B. (1972).Adiscriminant analysis of predictors of business failure. Journal of Accounting Research, 10(1), 167-170.
-
(1972)
Journal of Accounting Research
, vol.10
, Issue.1
, pp. 167-170
-
-
Deakin, E.B.1
-
136
-
-
0004297080
-
Credit risk and risk neutral default probabilities: Information about ratings migrations and defaults
-
Technical report, Anderson School, UCLA, Los Angeles
-
Delianedis, G. and Geske, R. (1998). Credit risk and risk neutral default probabilities: Information about ratings migrations and defaults. Technical report, Anderson School, UCLA, Los Angeles.
-
(1998)
-
-
Delianedis, G.1
Geske, R.2
-
137
-
-
0033776389
-
Monitoring banking sector fragility: A multivariate logit approach
-
Demirguc-Kunt, A. and Detragiache, E. (2000). Monitoring banking sector fragility: A multivariate logit approach. The World Bank Economic Review, 14(2), 287-307.
-
(2000)
The World Bank Economic Review
, vol.14
, Issue.2
, pp. 287-307
-
-
Demirguc-Kunt, A.1
Detragiache, E.2
-
138
-
-
0036793440
-
Does deposit insurance increase banking system stability: an empirical investigation
-
Demirguc-Kunt, A. and Detragiache, E. (2002). Does deposit insurance increase banking system stability: an empirical investigation. Journal of Monetary Economics, 49, 1373-1406.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 1373-1406
-
-
Demirguc-Kunt, A.1
Detragiache, E.2
-
140
-
-
21244433075
-
Credit-scoring models in the credit-union environment using neural networks and genetic algorithms
-
Desai, V.S., Conway, D.G ., Crook, J.N., and Overstreet Jr., G.A. (1997). Credit-scoring models in the credit-union environment using neural networks and genetic algorithms. IMA Journal of Mathematics Applied in Business and Industry, 8, 323-346.
-
(1997)
IMA Journal of Mathematics Applied in Business and Industry
, vol.8
, pp. 323-346
-
-
Desai, V.S.1
Conway, D.G.2
Crook, J.N.3
Overstreet, G.A.4
-
141
-
-
0030291564
-
A comparison of neural networks and linear scoring models in the credit union environment
-
Desai, V.S., Crook, J.N., and Overstreet Jr., G.A. (1996). A comparison of neural networks and linear scoring models in the credit union environment. European Journal of Operational Research, 95(1), 24-37.
-
(1996)
European Journal of Operational Research
, vol.95
, Issue.1
, pp. 24-37
-
-
Desai, V.S.1
Crook, J.N.2
Overstreet, G.A.3
-
142
-
-
84883760221
-
A theory of debt and equity: diversity of securities and manager-shareholder congruence
-
Dewatripont, M. and Tirole, J. (1994). A theory of debt and equity: diversity of securities and manager-shareholder congruence. Quarterly Journal of Economics, 109, 1027-1054.
-
(1994)
Quarterly Journal of Economics
, vol.109
, pp. 1027-1054
-
-
Dewatripont, M.1
Tirole, J.2
-
143
-
-
84919693525
-
A comparative analysis of CDO risk analysis models
-
W. Perraudin), Risk Books, London
-
Dewyspelaere, T.,Garcia, J., and Renault, O. (2004). A comparative analysis of CDO risk analysis models. In Structured credit products: pricing, rating, risk management and Basel II (ed. W. Perraudin), Risk Books, London, pp. 245-260.
-
(2004)
Structured credit products: pricing, rating, risk management and Basel II
, pp. 245-260
-
-
Dewyspelaere, T.1
Garcia, J.2
Renault, O.3
-
144
-
-
47749120440
-
Financial intermediation and delegated monitoring
-
Diamond, D. (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.1
-
145
-
-
85010390101
-
Bank runs,deposit insurance and liquidity
-
Diamond, D.W. and Dybvig, P.H. (1983). Bank runs,deposit insurance and liquidity. Journal of Political Economy, 91, 401-419.
-
(1983)
Journal of Political Economy
, vol.91
, pp. 401-419
-
-
Diamond, D.W.1
Dybvig, P.H.2
-
146
-
-
0040291377
-
The long-run stock returns following bond rating changes
-
Dichev, I. and Piotroski, J. (2001). The long-run stock returns following bond rating changes. Journal of Finance, 56, 173-203.
-
(2001)
Journal of Finance
, vol.56
, pp. 173-203
-
-
Dichev, I.1
Piotroski, J.2
-
147
-
-
0000140418
-
Scoring the leading indicators
-
Diebold, F. and Rudebusch, G. (1989). Scoring the leading indicators. Journal of Business, 62(3), 369-391.
-
(1989)
Journal of Business
, vol.62
, Issue.3
, pp. 369-391
-
-
Diebold, F.1
Rudebusch, G.2
-
148
-
-
84967545638
-
Financial risk management in a volatile global environment
-
Diebold, F.X. and Santomero, A.M. (1999). Financial risk management in a volatile global environment. Asia risk, 35-39.
-
(1999)
Asia risk
, pp. 35-39
-
-
Diebold, F.X.1
Santomero, A.M.2
-
149
-
-
84919693524
-
Integrated risk modeling
-
Working paper, The Norwegian Computing Center
-
Dimakos, X.K. and Aas, K. (2002). Integrated risk modeling. Working paper, The Norwegian Computing Center.
-
(2002)
-
-
Dimakos, X.K.1
Aas, K.2
-
150
-
-
0030143666
-
A survey of business failures with an emphasis on failure prediction methods and industrial applications
-
Dimitras, A., Zanakis, S., and Zopudinis,C. (1996). A survey of business failures with an emphasis on failure prediction methods and industrial applications. European Journal of Operational Research, 90(3), 487-513.
-
(1996)
European Journal of Operational Research
, vol.90
, Issue.3
, pp. 487-513
-
-
Dimitras, A.1
Zanakis, S.2
Zopudinis, C.3
-
153
-
-
84990328152
-
Targeting customers with statistical and data mining techniques
-
Drew, J., Mani, D.R., Betz, A., and Datta, P. (2001). Targeting customers with statistical and data mining techniques. Journal of Service Research, 3(3).
-
(2001)
Journal of Service Research
, vol.3
, Issue.3
-
-
Drew, J.1
Mani, D.R.2
Betz, A.3
Datta, P.4
-
154
-
-
0003922190
-
-
2nd edn). John Wiley & Sons, Hoboken, New Jersey
-
Duda, R.O., Hart, P.E., and Stork, D.G. (2001). Pattern classification (2nd edn). John Wiley & Sons, Hoboken, New Jersey.
-
(2001)
Pattern classification
-
-
Duda, R.O.1
Hart, P.E.2
Stork, D.G.3
-
155
-
-
0033416234
-
Modeling the term structure of defaultable bonds
-
Duffie, D. and Singleton, K. (1999). Modeling the term structure of defaultable bonds. Review of Financial Studies, 12, 687-720.
-
(1999)
Review of Financial Studies
, vol.12
, pp. 687-720
-
-
Duffie, D.1
Singleton, K.2
-
156
-
-
0003638849
-
Risk elements in consumer installment financing
-
Studies in Consumer Installment Financing 8, National Bureau of Economic Research
-
Durand, D. (1941). Risk elements in consumer installment financing. Studies in Consumer Installment Financing 8, National Bureau of Economic Research.
-
(1941)
-
-
Durand, D.1
-
157
-
-
58149155894
-
Severity of loss in the event of default in small business and large consumer loans
-
May
-
Eales, R. and Bosworth, E. (1998,May). Severity of loss in the event of default in small business and large consumer loans. Journal of Lending & Credit Risk Management, 80(9), 58-65.
-
(1998)
Journal of Lending & Credit Risk Management
, vol.80
, Issue.9
, pp. 58-65
-
-
Eales, R.1
Bosworth, E.2
-
158
-
-
0032262372
-
The importance of deviations from the absolute priority rule in Chapter 11 bankruptcy proceedings
-
Eberhart, A.C. and Weiss, L.A. (1998). The importance of deviations from the absolute priority rule in Chapter 11 bankruptcy proceedings. Financial Management, 27(4), 106-110.
-
(1998)
Financial Management
, vol.27
, Issue.4
, pp. 106-110
-
-
Eberhart, A.C.1
Weiss, L.A.2
-
159
-
-
84974012882
-
An empirical test of financial ratio analysis for small business failure prediction
-
Edmister, R.O. (1972). An empirical test of financial ratio analysis for small business failure prediction. Journal of Financial and Quantitative Analysis, 1477-1493.
-
(1972)
Journal of Financial and Quantitative Analysis
, pp. 1477-1493
-
-
Edmister, R.O.1
-
160
-
-
84886193637
-
The efficiency of logistic regression compared to normal discriminant analysis
-
Efron, B. (1975). The efficiency of logistic regression compared to normal discriminant analysis. Journal of the American Statistical Association, 70, 892-898.
-
(1975)
Journal of the American Statistical Association
, vol.70
, pp. 892-898
-
-
Efron, B.1
-
161
-
-
0347759858
-
Three generations of crises, three generations of crises models
-
Eichengreen, B. (2003). Three generations of crises, three generations of crises models. Journal of International Money and Finance, 22, 1089-1094.
-
(2003)
Journal of International Money and Finance
, vol.22
, pp. 1089-1094
-
-
Eichengreen, B.1
-
162
-
-
4644346939
-
Different sides of the same story: Investors' and issuers' views of rating agencies
-
Ellis, D. (1998). Different sides of the same story: Investors' and issuers' views of rating agencies. The Journal of Fixed Income, 35-45.
-
(1998)
The Journal of Fixed Income
, pp. 35-45
-
-
Ellis, D.1
-
163
-
-
0040885646
-
Explaining the rate spread on corporate bonds
-
Elton, E.J., Gruber, M.J., Agrawal, D., and Mann, C. (2001). Explaining the rate spread on corporate bonds. The Journal of Finance, 56(1), 247-277.
-
(2001)
The Journal of Finance
, vol.56
, Issue.1
, pp. 247-277
-
-
Elton, E.J.1
Gruber, M.J.2
Agrawal, D.3
Mann, C.4
-
164
-
-
0003998752
-
-
Springer Verlag, New York.
-
Embrechts, P., Klüppelberg, C., and Mikosch, T. (1997). Modelling extremal events for insurance and finance. Springer Verlag, New York.
-
(1997)
Modelling extremal events for insurance and finance
-
-
Embrechts, P.1
Klüppelberg, C.2
Mikosch, T.3
-
165
-
-
0041862445
-
Correlation: Pitfalls and alternatives
-
May
-
Embrechts, P., McNeil, A.J., and Straumann, D. (1999, May). Correlation: Pitfalls and alternatives. Risk, 12, 69-71.
-
(1999)
Risk
, vol.12
, pp. 69-71
-
-
Embrechts, P.1
McNeil, A.J.2
Straumann, D.3
-
167
-
-
0030099622
-
Expected returns and volatility in 135 countries
-
Spring
-
Erb, C.B., Harvey , C.R., and Viskanta, T.E. (1996, Spring). Expected returns and volatility in 135 countries. Journal of Portfolio Management, 46-58.
-
(1996)
Journal of Portfolio Management
, pp. 46-58
-
-
Erb, C.B.1
Harvey, C.R.2
Viskanta, T.E.3
-
168
-
-
0041902195
-
Mixing and matching: Prospective financial sector mergers and market valuation
-
Estrella, A. (2001). Mixing and matching: Prospective financial sector mergers and market valuation. Journal of Banking and Finance, 25(12), 2367-2392.
-
(2001)
Journal of Banking and Finance
, vol.25
, Issue.12
, pp. 2367-2392
-
-
Estrella, A.1
-
169
-
-
0041585766
-
Credit ratings and complementary sources of credit quality information
-
,August, Technical Report Working Paper 3, Basel Committee on Banking Supervision, BIS, Basel, Switzerland
-
Estrella,A. (2000,August). Credit ratings and complementary sources of credit quality information. Technical Report Working Paper 3, Basel Committee on Banking Supervision, BIS, Basel, Switzerland.
-
(2000)
-
-
Estrella, A.1
-
170
-
-
33144464663
-
Capital Ratios and Credit Ratings as Predictors of Bank Failures
-
(ed. M. Ong), Risk Books, London, UK
-
Estrella, A., Peristiani, S., and Park, S. (2002). Capital Ratios and Credit Ratings as Predictors of Bank Failures. In Credit ratings, methodologies, rationale, and default risk (ed. M. Ong), Risk Books, London, UK, pp. 233-256.
-
(2002)
Credit ratings, methodologies, rationale, and default risk
, pp. 233-256
-
-
Estrella, A.1
Peristiani, S.2
Park, S.3
-
171
-
-
70349471534
-
How to deal with the new rating culture. A practical guide to loan financing for small and medium-sized enterprises
-
Technical report, EC Directorate-General for Enterprise and Industry
-
European Commission (2005). How to deal with the new rating culture. A practical guide to loan financing for small and medium-sized enterprises. Technical report, EC Directorate-General for Enterprise and Industry.
-
(2005)
-
-
-
172
-
-
84890778940
-
-
August, 1st edn). ECBC
-
European Covered Bond Council (2006,August). European covered bond fact book (1st edn). ECBC.
-
(2006)
European covered bond fact book
-
-
-
173
-
-
0004122624
-
-
Probus Publishing Company, Chicago, Illinois.
-
Fabozzi, F.J. (1993). Fixed income mathematics. Probus Publishing Company, Chicago, Illinois.
-
(1993)
Fixed income mathematics
-
-
Fabozzi, F.J.1
-
175
-
-
84919676264
-
-
DowJones-Irzin, Homewood, Illinois.
-
Fabozzi, F.J., Feldstein, S.G., Pollack, I.M., and Zarb, F.G. (ed.) (1983). The municipal bond handbook. DowJones-Irzin, Homewood, Illinois.
-
(1983)
The municipal bond handbook
-
-
Fabozzi, F.J.1
Feldstein, S.G.2
Pollack, I.M.3
Zarb, F.G.4
-
176
-
-
46549102152
-
'What is different about banks?'
-
Fama, E. (1985). 'What is different about banks?'. Journal of Monetary Economics, 15, 29-40.
-
(1985)
Journal of Monetary Economics
, vol.15
, pp. 29-40
-
-
Fama, E.1
-
177
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama, E. and French, K. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3-57.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-57
-
-
Fama, E.1
French, K.2
-
180
-
-
0042662746
-
Uniform Financial Institutions Rating System
-
Examining Circular 159, USA
-
Federal Financial Institutions Examination Council (1979). Uniform Financial Institutions Rating System. Examining Circular 159, USA.
-
(1979)
-
-
-
181
-
-
84919693523
-
Banking agencies announce revised plan for implementation of the Basel II framework
-
Press Release Sept. 30
-
Federal Reserve Board, FDIC, OCC, and OTS (2003). Banking agencies announce revised plan for implementation of the Basel II framework. Press Release Sept. 30.
-
(2003)
-
-
-
182
-
-
37449014399
-
Banking agencies to perform additional analysis before issuing Notice of Proposed Rulemaking related to Basel II
-
Press Release April 29
-
Federal Reserve Board, FDIC, OCC, and OTS (2005). Banking agencies to perform additional analysis before issuing Notice of Proposed Rulemaking related to Basel II. Press Release April 29.
-
(2005)
-
-
-
183
-
-
84967668949
-
The BIS census on stress tests
-
May
-
Fender, I. and Gibson, M. (2001, May). The BIS census on stress tests. Risk, 14(5), 50-52.
-
(2001)
Risk
, vol.14
, Issue.5
, pp. 50-52
-
-
Fender, I.1
Gibson, M.2
-
184
-
-
77950516851
-
An international survey of stress tests
-
November
-
Fender, I., Gibson, M.S., and Mosser, P.C. (2001, November). An international survey of stress tests. Federal Reserve Bank of New York: Current Issues in Economics and Finance, 7(10).
-
(2001)
Federal Reserve Bank of New York: Current Issues in Economics and Finance
, vol.7
, Issue.10
-
-
Fender, I.1
Gibson, M.S.2
Mosser, P.C.3
-
185
-
-
0000855981
-
The procyclical role of rating agencies: evidence from the east Asian crisis
-
Ferri, G., Liu, L.-G., and Stiglitz, J.E. (1999). The procyclical role of rating agencies: evidence from the east Asian crisis. Economic Notes, 28(3), 335-355.
-
(1999)
Economic Notes
, vol.28
, Issue.3
, pp. 335-355
-
-
Ferri, G.1
Liu, L.-G.2
Stiglitz, J.E.3
-
186
-
-
84967388410
-
Orange County: Don't blame derivatives
-
Figlewski, S. and White, L.J. Orange County: Don't blame derivatives. SternBusiness, 1, 30-35.
-
SternBusiness
, vol.1
, pp. 30-35
-
-
Figlewski, S.1
White, L.J.2
-
187
-
-
84967479117
-
Towards profitability: A utility approach to the credit scoring problem
-
Finlay, S.M. (2007). Towards profitability: A utility approach to the credit scoring problem. Journal of the Operational Research Society.
-
(2007)
Journal of the Operational Research Society
-
-
Finlay, S.M.1
-
188
-
-
0000764772
-
The use of multiple measurements in taxonomic problems
-
Fisher, R.A. (1936). The use of multiple measurements in taxonomic problems. Annals of Eugenics, 7, 179-188.
-
(1936)
Annals of Eugenics
, vol.7
, pp. 179-188
-
-
Fisher, R.A.1
-
189
-
-
0042645563
-
A comparison of ratios of successful industrial enterprises with those of failed firms
-
Fitzpatrick, P.J. (1932). A comparison of ratios of successful industrial enterprises with those of failed firms. Certified Public Accountant, 12, 598-605.
-
(1932)
Certified Public Accountant
, vol.12
, pp. 598-605
-
-
Fitzpatrick, P.J.1
-
190
-
-
0033258599
-
Modernizing financial regulation: The relation between interbank transactions and supervisory reform
-
Flannery, M.J. (2000). Modernizing financial regulation: The relation between interbank transactions and supervisory reform. Journal of Financial Services Research, 17(1), 101-116.
-
(2000)
Journal of Financial Services Research
, vol.17
, Issue.1
, pp. 101-116
-
-
Flannery, M.J.1
-
191
-
-
0040252427
-
Developing rule based systems for credit card applications from data with genetic algorithms
-
Fogarty, T.C., Ireson, N.S., and Battles, S.A. (1992). Developing rule based systems for credit card applications from data with genetic algorithms. IMA Journal of Mathematics Applied In Business and Industry, 4, 53-59.
-
(1992)
IMA Journal of Mathematics Applied In Business and Industry
, vol.4
, pp. 53-59
-
-
Fogarty, T.C.1
Ireson, N.S.2
Battles, S.A.3
-
192
-
-
32944468842
-
An approach to forecasting default rates
-
Special report, Moody's
-
Fons, J.S. (1991). An approach to forecasting default rates. Special report, Moody's.
-
(1991)
-
-
Fons, J.S.1
-
193
-
-
77958607013
-
Comparative analysis of the recovery process and recovery rates for private companies in the UK, France, and Germany
-
Technical report, Standard & Poor's
-
Franks, J., de Servigny, A., and Davydenko, S. (2004). Comparative analysis of the recovery process and recovery rates for private companies in the UK, France, and Germany. Technical report, Standard & Poor's.
-
(2004)
-
-
Franks, J.1
de Servigny, A.2
Davydenko, S.3
-
195
-
-
0036071622
-
VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
-
Frey, R. and McNeil, A.J. (2002). VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights. Journal of Banking and Finance, 26(7), 1317-1334.
-
(2002)
Journal of Banking and Finance
, vol.26
, Issue.7
, pp. 1317-1334
-
-
Frey, R.1
McNeil, A.J.2
-
196
-
-
4043160769
-
Modeling dependent defaults
-
Frey, R. and McNeil, A.J. (2003). Modeling dependent defaults. Journal of Risk, 6(1), 59-92.
-
(2003)
Journal of Risk
, vol.6
, Issue.1
, pp. 59-92
-
-
Frey, R.1
McNeil, A.J.2
-
198
-
-
6444240924
-
Ultimate recoveries
-
November
-
Friedman, C. and Sandow, S. (2003,November). Ultimate recoveries. Risk.
-
(2003)
Risk
-
-
Friedman, C.1
Sandow, S.2
-
199
-
-
84919693521
-
Why do bond rating agencies exist?
-
November/December
-
Frindson, M.S. (1999, November/December). Why do bond rating agencies exist? Extra credit (Merrill lynch).
-
(1999)
Extra credit (Merrill lynch
-
-
Frindson, M.S.1
-
200
-
-
84919693520
-
Credit rating agencies in capital markets: A review of research evidence on selected criticisms of the agencies
-
forthcoming.
-
Frost, C.A. (2006). Credit rating agencies in capital markets: A review of research evidence on selected criticisms of the agencies. Journal of Accounting, Auditing and Finance. forthcoming.
-
(2006)
Journal of Accounting, Auditing and Finance
-
-
Frost, C.A.1
-
201
-
-
0006009705
-
Collateral damage
-
April
-
Frye, J. (2000, April). Collateral damage. Risk, 91-94.
-
(2000)
Risk
, pp. 91-94
-
-
Frye, J.1
-
202
-
-
0000702989
-
Depressing recoveries
-
November
-
Frye, J. (2000, November). Depressing recoveries. Risk, 108-111.
-
(2000)
Risk
, pp. 108-111
-
-
Frye, J.1
-
203
-
-
84868076741
-
On sovereign credit migration: Small-sample properties and rating evolution
-
Technical report, City University London
-
Fuertes, A. and Kalotychou, E. (2005). On sovereign credit migration: Small-sample properties and rating evolution. Technical report, City University London.
-
(2005)
-
-
Fuertes, A.1
Kalotychou, E.2
-
204
-
-
0012125938
-
Incentive comparitive debt contracts: The one-period problem
-
Gale, D. and Hellwig, M. (1985). Incentive comparitive debt contracts: The one-period problem. Review of Economic Studies, 52, 647-663.
-
(1985)
Review of Economic Studies
, vol.52
, pp. 647-663
-
-
Gale, D.1
Hellwig, M.2
-
205
-
-
0000210464
-
Classifying bankrupt firms with fund flow components
-
Gentry, J.A., Newbold, P., and Whitford, D.T. (1985). Classifying bankrupt firms with fund flow components. Journal of Accounting Research, 23(1), 146-160.
-
(1985)
Journal of Accounting Research
, vol.23
, Issue.1
, pp. 146-160
-
-
Gentry, J.A.1
Newbold, P.2
Whitford, D.T.3
-
206
-
-
84937074010
-
Internal versus external capital markets
-
Gertner, R.H., Scharfstein D.S. and Stein J.C. (1994). Internal versus external capital markets. Quarterly Journal of Economics, 109(4), 1211-1230.
-
(1994)
Quarterly Journal of Economics
, vol.109
, Issue.4
, pp. 1211-1230
-
-
Gertner, R.H.1
Scharfstein, D.S.2
Stein, J.C.3
-
207
-
-
84919693519
-
Solution framework for credit risk under Basel II
-
White paper, Wipro technologies
-
Ghosh, A. (2003). Solution framework for credit risk under Basel II. White paper, Wipro technologies.
-
(2003)
-
-
Ghosh, A.1
-
208
-
-
0005770241
-
The role of supervisory screens and econometric models in off-site surveillance
-
Gilbert, R.A., Meyer, A.P., and Vaughan, M.D. (1999). The role of supervisory screens and econometric models in off-site surveillance. Review, Federal Reserve Bank of St. Louis, 81, 31-56.
-
(1999)
Review, Federal Reserve Bank of St. Louis
, vol.81
, pp. 31-56
-
-
Gilbert, R.A.1
Meyer, A.P.2
Vaughan, M.D.3
-
210
-
-
21144474023
-
Calculation of an efficient frontier for a commercial loan portfolio
-
Winter
-
Gollinger, T.L. and Morgan, J.B. (1993, Winter). Calculation of an efficient frontier for a commercial loan portfolio. Journal of Portfolio Management, 39-46.
-
(1993)
Journal of Portfolio Management
, pp. 39-46
-
-
Gollinger, T.L.1
Morgan, J.B.2
-
211
-
-
0011677116
-
Cash flow in bankruptcy prediction
-
Gombola, M., Haskins, M., Ketz, J., and Williams, D. (1987). Cash flow in bankruptcy prediction. Financial Management, 55-65.
-
(1987)
Financial Management
, pp. 55-65
-
-
Gombola, M.1
Haskins, M.2
Ketz, J.3
Williams, D.4
-
212
-
-
0000847864
-
A comparative anatomy of credit risk models
-
Gordy, M.B. (2001). A comparative anatomy of credit risk models. Journal of Banking and Finance, 24, 119-149.
-
(2001)
Journal of Banking and Finance
, vol.24
, pp. 119-149
-
-
Gordy, M.B.1
-
213
-
-
0041856328
-
A risk-factor model foundation for ratingsbased bank capital rules
-
Gordy, M.B. (2003). A risk-factor model foundation for ratingsbased bank capital rules. Journal of Financial Intermediation, 12, 199-232.
-
(2003)
Journal of Financial Intermediation
, vol.12
, pp. 199-232
-
-
Gordy, M.B.1
-
214
-
-
33646862405
-
Procyclicality in Basel II: Can we treat the disease without killing the patient?
-
Gordy, M.B. and Howells,B. (2006). Procyclicality in Basel II: Can we treat the disease without killing the patient? Journal of Financial Intermediation, 15(3), 395-417.
-
(2006)
Journal of Financial Intermediation
, vol.15
, Issue.3
, pp. 395-417
-
-
Gordy, M.B.1
Howells, B.2
-
215
-
-
0000740327
-
Sensitivity analysis of values at risk
-
Gouriéroux, C., Laurent, J.-P ., and Scaillet, O. (2000). Sensitivity analysis of values at risk. Journal of Empirical Finance, 7, 225-245.
-
(2000)
Journal of Empirical Finance
, vol.7
, pp. 225-245
-
-
Gouriéroux, C.1
Laurent, J.-P.2
Scaillet, O.3
-
219
-
-
84986082886
-
From marketing mix to relationship marketing -towards a paradigm shift in marketing
-
Grönroos, C. (1997). From marketing mix to relationship marketing -towards a paradigm shift in marketing. Management Decision, 35(4), 322-339.
-
(1997)
Management Decision
, vol.35
, Issue.4
, pp. 322-339
-
-
Grönroos, C.1
-
220
-
-
10244229052
-
The role of non-financial factors in internal credit ratings
-
Grunert, J., Norden, L., and Weber, M. (2005). The role of non-financial factors in internal credit ratings. Journal of Banking & Finance, 29(2), 509-531.
-
(2005)
Journal of Banking & Finance
, vol.29
, Issue.2
, pp. 509-531
-
-
Grunert, J.1
Norden, L.2
Weber, M.3
-
221
-
-
39649085897
-
Recovery rates of bank loans: Empirical evidence for Germany
-
Technical report
-
Grunert, J. and Weber, M. (2005). Recovery rates of bank loans: Empirical evidence for Germany. Technical report.
-
(2005)
-
-
Grunert, J.1
Weber, M.2
-
224
-
-
35348959407
-
-
South-Western Educational Publishing, USA.
-
Gup, B.E. (2004). The new Basel capital accord. South-Western Educational Publishing, USA.
-
(2004)
The new Basel capital accord
-
-
Gup, B.E.1
-
225
-
-
0004054525
-
Creditmetrics
-
Technical document, Morgan Guaranty Trust Co
-
Gupton, G.M., Finger, C.C., and Bhatia, M. (1997). Creditmetrics. Technical document, Morgan Guaranty Trust Co.
-
(1997)
-
-
Gupton, G.M.1
Finger, C.C.2
Bhatia, M.3
-
226
-
-
4644266612
-
LossCalcTM: Model for predicting Loss Given Default (LGD)
-
Rating methodology, Moody's
-
Gupton, G. and Stein, R. (2002). LossCalcTM: Model for predicting Loss Given Default (LGD). Rating methodology, Moody's.
-
(2002)
-
-
Gupton, G.1
Stein, R.2
-
227
-
-
33745886885
-
LossCalc V2: Dynamic prediction of LGD
-
Rating methodology, Moody's
-
Gupton, G . and Stein, R. (2005). LossCalc V2: Dynamic prediction of LGD. Rating methodology, Moody's.
-
(2005)
-
-
Gupton, G.1
Stein, R.2
-
228
-
-
84892326509
-
Sicherheitenoptimierung: adäquate Anrechnung von Bürgschaften
-
Gürtler, M. and Heithecker, D. (2005). Sicherheitenoptimierung: adäquate Anrechnung von Bürgschaften. Kreditwesen, 17, 926-930.
-
(2005)
Kreditwesen
, vol.17
, pp. 926-930
-
-
Gürtler, M.1
Heithecker, D.2
-
229
-
-
0001017639
-
The external debt repayment problems of LDCs: an econometric model based on panel data
-
Hajivassiliou, V . (1987). The external debt repayment problems of LDCs: an econometric model based on panel data. Journal of Econometrics, 36, 205-230.
-
(1987)
Journal of Econometrics
, vol.36
, pp. 205-230
-
-
Hajivassiliou, V.1
-
231
-
-
84887090961
-
Moody's senior ratings algorithm and estimated senior ratings
-
July, Default risk service database documentation, Moody's Investors Service
-
Hamilton, D.T . (2005, July). Moody's senior ratings algorithm and estimated senior ratings. Default risk service database documentation, Moody's Investors Service.
-
(2005)
-
-
Hamilton, D.T.1
-
232
-
-
84862981462
-
Rating transitions and defaults conditional on rating outlooks revisited: 1995-2005
-
December, Special comment, Moody's Investors Service
-
Hamilton, D.T. and Cantor, R. (2005, December). Rating transitions and defaults conditional on rating outlooks revisited: 1995-2005. Special comment, Moody's Investors Service.
-
(2005)
-
-
Hamilton, D.T.1
Cantor, R.2
-
233
-
-
0037707839
-
Default and recovery rates of corporate bond issuers, 1920-2005
-
Technical report, Moody's Investors Service
-
Hamilton, D.T., Varma, P., Ou, S., and Cantor, R. (2006). Default and recovery rates of corporate bond issuers, 1920-2005. Technical report, Moody's Investors Service.
-
(2006)
-
-
Hamilton, D.T.1
Varma, P.2
Ou, S.3
Cantor, R.4
-
234
-
-
0037707839
-
Default rates of corporate bond issuers, 1920-2004
-
January, Technical report, Moody's Global Credit Research
-
Hamilton, D.T. and Varma, P. (2005, January). Default rates of corporate bond issuers, 1920-2004. Technical report, Moody's Global Credit Research.
-
(2005)
-
-
Hamilton, D.T.1
Varma, P.2
-
235
-
-
0003410290
-
-
Princeton University Press, Princeton, New Jersey.
-
Hamilton, J. (1994). Time series analysis. Princeton University Press, Princeton, New Jersey.
-
(1994)
Time series analysis
-
-
Hamilton, J.1
-
236
-
-
0003841907
-
-
Wiley, Hoboken, New Jersey.
-
Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., and Stahel, W.A. (1986). Robust statistics, the approach based on influence functions. Wiley, Hoboken, New Jersey.
-
(1986)
Robust statistics, the approach based on influence functions
-
-
Hampel, F.R.1
Ronchetti, E.M.2
Rousseeuw, P.J.3
Stahel, W.A.4
-
237
-
-
0141688435
-
A review of Japan's bank crisis from the governance perspective
-
Hanazaki, M. and Horiuchi, A. (2003). A review of Japan's bank crisis from the governance perspective. Pacific-Basin Finance Journal, 11, 305-325.
-
(2003)
Pacific-Basin Finance Journal
, vol.11
, pp. 305-325
-
-
Hanazaki, M.1
Horiuchi, A.2
-
239
-
-
0040453788
-
Statistical classification methods in consumer risk
-
Hand, D.J. and Henley, W.E. (1997). Statistical classification methods in consumer risk. Journal of the Royal Statistical Society, Series A, 160, 523-541.
-
(1997)
Journal of the Royal Statistical Society, Series A
, vol.160
, pp. 523-541
-
-
Hand, D.J.1
Henley, W.E.2
-
240
-
-
85040407923
-
Graphical models of applicants for credit
-
Hand, D.J., McConway, K.J., and Stanghellini, E. (1997). Graphical models of applicants for credit. IMA Journal of Mathematics Applied In Business and Industry, 8, 143-155.
-
(1997)
IMA Journal of Mathematics Applied In Business and Industry
, vol.8
, pp. 143-155
-
-
Hand, D.J.1
McConway, K.J.2
Stanghellini, E.3
-
241
-
-
84977725519
-
The effect of bond rating agency announcements on bond and stock prices
-
Hand, J., Holthausen, R., and Leftwich, R. (1992). The effect of bond rating agency announcements on bond and stock prices. Journal of Finance, 47, 733-752.
-
(1992)
Journal of Finance
, vol.47
, pp. 733-752
-
-
Hand, J.1
Holthausen, R.2
Leftwich, R.3
-
242
-
-
84919693518
-
Basel II: Bottom-Line Impact on Securitization Markets
-
Special report, Fitch Ratings
-
Hansen, M., Olson, K., Hovhannisyan, N., Jennings, S., Brewer, A., Dyke, H., Kohansky, G., Neuggebauer, M., and Ramadurai, K. (2005). Basel II: Bottom-Line Impact on Securitization Markets. Special report, Fitch Ratings.
-
(2005)
-
-
Hansen, M.1
Olson, K.2
Hovhannisyan, N.3
Jennings, S.4
Brewer, A.5
Dyke, H.6
Kohansky, G.7
Neuggebauer, M.8
Ramadurai, K.9
-
243
-
-
0000455071
-
The economic content of indicators of developing country creditworthiness
-
Haque, N.U., Kumar, M.S., Mark, N., and Mathieson, D.J. (1996). The economic content of indicators of developing country creditworthiness. IMF Staff Papers, 43, 688-724.
-
(1996)
IMF Staff Papers
, vol.43
, pp. 688-724
-
-
Haque, N.U.1
Kumar, M.S.2
Mark, N.3
Mathieson, D.J.4
-
244
-
-
29144443038
-
The relative importance of political and economic variables in creditworthiness ratings
-
Working Paper 46, IMF
-
Haque, N.U., Mark,N., and Mathieson, D.J. (1998). The relative importance of political and economic variables in creditworthiness ratings. Working Paper 46, IMF.
-
(1998)
-
-
Haque, N.U.1
Mark, N.2
Mathieson, D.J.3
-
245
-
-
0003684449
-
-
Springer Series in Statistics. Springer Verlag, New York
-
Hastie, T., Tibshirani, R., and Friedman, J. (2001). The elements of statistical learning. Data mining, inference and prediction. Springer Series in Statistics. Springer Verlag, New York.
-
(2001)
The elements of statistical learning. Data mining, inference and prediction.
-
-
Hastie, T.1
Tibshirani, R.2
Friedman, J.3
-
246
-
-
10244259944
-
-
John Wiley & Sons, Hoboken, New Jersey.
-
Hefferman, S. (2005). Modern banking. John Wiley & Sons, Hoboken, New Jersey.
-
(2005)
Modern banking
-
-
Hefferman, S.1
-
247
-
-
84882201299
-
Treatment of Double-Default and Double-Recovery Effects for Hedged Exposures under Pillar I of the Proposed New Basel Capital Accord
-
White paper, Staff of the Board of Governors of the Federal Reserve System
-
Heitfeld, E. and Barger, N. (2003). Treatment of Double-Default and Double-Recovery Effects for Hedged Exposures under Pillar I of the Proposed New Basel Capital Accord. White paper, Staff of the Board of Governors of the Federal Reserve System.
-
(2003)
-
-
Heitfeld, E.1
Barger, N.2
-
248
-
-
27844581183
-
Rating system dynamics and bank-reported default probabilities under the new Basel capital accord
-
Technical report
-
Heitfield, E.A. (2004). Rating system dynamics and bank-reported default probabilities under the new Basel capital accord. Technical report.
-
(2004)
-
-
Heitfield, E.A.1
-
250
-
-
1542603058
-
A k-nearest neighbor classifier for assessing consumer credit risk
-
Henley, W.E. and Hand, D.J. (1996). A k-nearest neighbor classifier for assessing consumer credit risk. Statistician, 44, 77-95.
-
(1996)
Statistician
, vol.44
, pp. 77-95
-
-
Henley, W.E.1
Hand, D.J.2
-
251
-
-
84919631983
-
Risk management of a financial conglomerate
-
March, Newsletter of the Risk Management Section 1, Society of Actuaries, Schaumbur g,IL
-
Henrard, L. and Olieslagers, R. (2004,March). Risk management of a financial conglomerate. Newsletter of the Risk Management Section 1, Society of Actuaries, Schaumbur g,IL.
-
(2004)
-
-
Henrard, L.1
Olieslagers, R.2
-
253
-
-
84919693517
-
The Herfindahl index: Another measure of concentration
-
May
-
Herfindahl, O.C. (1982, May). The Herfindahl index: Another measure of concentration. Business Week.
-
(1982)
Business Week
-
-
Herfindahl, O.C.1
-
257
-
-
84967434666
-
The search for optimal regulation: the precommitment approach
-
Hoenig, A. (1997). The search for optimal regulation: the precommitment approach. Federal Reserve of Philadelphia Bulletin.
-
(1997)
Federal Reserve of Philadelphia Bulletin
-
-
Hoenig, A.1
-
258
-
-
1842617277
-
Costs of banking crises, some empirical evidence
-
Hoggarth, G. and Saporta, V. (2001). Costs of banking crises, some empirical evidence. Financial Stability Review, Bank of England, 148-161.
-
(2001)
Financial Stability Review, Bank of England
, pp. 148-161
-
-
Hoggarth, G.1
Saporta, V.2
-
261
-
-
0002498298
-
The determination of long-term credit standing with financial ratios
-
Horrigan, J. (1966). The determination of long-term credit standing with financial ratios. Journal of Accounting Research (Supplement), 4, 44-62.
-
(1966)
Journal of Accounting Research (Supplement
, vol.4
, pp. 44-62
-
-
Horrigan, J.1
-
262
-
-
4744350812
-
An empirical assessment of country risk ratings and association models
-
Hoti, S. and McAleer, M. (2003). An empirical assessment of country risk ratings and association models. Journal of Economic Surveys, 18(4), 539-588.
-
(2003)
Journal of Economic Surveys
, vol.18
, Issue.4
, pp. 539-588
-
-
Hoti, S.1
McAleer, M.2
-
263
-
-
84904300594
-
Structured finance rating transitions
-
June
-
Hu, J. and Cantor, R. (2003, June). Structured finance rating transitions. Journal of Fixed Income, 13(1), 7-27.
-
(2003)
Journal of Fixed Income
, vol.13
, Issue.1
, pp. 7-27
-
-
Hu, J.1
Cantor, R.2
-
264
-
-
84919693515
-
Defaults and Loss Given Default of structured finance securities
-
March
-
Hu, J. and Cantor, R. (2004, March). Defaults and Loss Given Default of structured finance securities. Journal of Fixed Income.
-
(2004)
Journal of Fixed Income
-
-
Hu, J.1
Cantor, R.2
-
265
-
-
0004262735
-
-
John Wiley & Sons, Inc., Hoboken, New Jersey.
-
Huber, P.J. (1981). Robust statistics. John Wiley & Sons, Inc., Hoboken, New Jersey.
-
(1981)
Robust statistics
-
-
Huber, P.J.1
-
266
-
-
13444287831
-
ROBPCA: a new approach to robust principal component analysis
-
Hubert, M., Rousseeuw, P.J., and Vanden Branden, K. (2005) ROBPCA: a new approach to robust principal component analysis. Technometrics, 47, 64-79.
-
(2005)
Technometrics
, vol.47
, pp. 64-79
-
-
Hubert, M.1
Rousseeuw, P.J.2
Vanden Branden, K.3
-
267
-
-
0032286434
-
Bank capitalization and cost: Evidence of scale economies in risk management and signalling
-
Hughes, J.P. and Mester, L.J. (1998). Bank capitalization and cost: Evidence of scale economies in risk management and signalling. Review of Economics and Statistics, 80(2), 314-325.
-
(1998)
Review of Economics and Statistics
, vol.80
, Issue.2
, pp. 314-325
-
-
Hughes, J.P.1
Mester, L.J.2
-
269
-
-
85014146332
-
Valuing credit default swaps: No counterparty risk
-
Hull, J. and White, A. (2000). Valuing credit default swaps: No counterparty risk. Journal of Derivatives, 8, 29-40.
-
(2000)
Journal of Derivatives
, vol.8
, pp. 29-40
-
-
Hull, J.1
White, A.2
-
270
-
-
25844485318
-
The relationship between credit default swap spreads, bond yields, and credit rating announcements
-
Technical report, Joseph L. Rotman School of Management
-
Hull, J., Predescu-Vasvari, M. and White, A. (2002). The relationship between credit default swap spreads, bond yields, and credit rating announcements. Technical report, Joseph L. Rotman School of Management.
-
(2002)
-
-
Hull, J.1
Predescu-Vasvari, M.2
White, A.3
-
271
-
-
84919693514
-
Country-specific treatment of recovery ratings
-
Credit policy, Fitch Ratings
-
R. and Linnell, I. (2005). Country-specific treatment of recovery ratings. Credit policy, Fitch Ratings.
-
(2005)
-
-
R.1
Linnell, I.2
-
272
-
-
84993911657
-
A nonparametric approach to pricing and hedging derivative securities via learning networks
-
Hutchinson, J.M., Lo, A.W., and Poggio, T. (1994). A nonparametric approach to pricing and hedging derivative securities via learning networks. Journal of Finance, 49, 851-889.
-
(1994)
Journal of Finance
, vol.49
, pp. 851-889
-
-
Hutchinson, J.M.1
Lo, A.W.2
Poggio, T.3
-
273
-
-
30944444158
-
Using self-organizing maps for credit scoring
-
Huysmans, J., Baesens, B., Van Gestel, T., and Vanthienen, J. (2006). Using self-organizing maps for credit scoring. Expert Systems with Applications, 30(3), 479-487.
-
(2006)
Expert Systems with Applications
, vol.30
, Issue.3
, pp. 479-487
-
-
Huysmans, J.1
Baesens, B.2
Van Gestel, T.3
Vanthienen, J.4
-
274
-
-
84919693513
-
-
Fixed Income Research. Morgan Stanley.
-
Ineke, J., Frieser, O., Miyagishima, C., Barton, S., and Bradley, M. (2004). Basel II A-Z. Fixed Income Research. Morgan Stanley.
-
(2004)
Basel II A-Z
-
-
Ineke, J.1
Frieser, O.2
Miyagishima, C.3
Barton, S.4
Bradley, M.5
-
275
-
-
84919693513
-
-
Morgan Stanley.
-
Ineke, J., Friesser, O., Miyagishima, C., Barton, S., and Bradley, M. (2004). Basel II A-Z. Morgan Stanley.
-
(2004)
Basel II A-Z
-
-
Ineke, J.1
Friesser, O.2
Miyagishima, C.3
Barton, S.4
Bradley, M.5
-
276
-
-
84875712273
-
International Financial Reporting Standard (IFRS)
-
Technical report, IASCF Publications Department
-
International Accounting Standard Board (IASB). International Financial Reporting Standard (IFRS). Technical report, IASCF Publications Department.
-
-
-
-
277
-
-
0003610530
-
Technical report
-
International Monetary Fund. Japan: Financial System Stability Assessment and Supplementary Information, IMF, Country Report
-
International Monetary Fund. Japan: Financial System Stability Assessment and Supplementary Information, IMF, Country Report (2003). Technical report.
-
(2003)
-
-
-
278
-
-
70450192325
-
Code of conduct fundamental for credit rating agencies
-
Technical report
-
International Organization of Securities Commissions (2004). Code of conduct fundamental for credit rating agencies. Technical report.
-
(2004)
-
-
-
279
-
-
0035592363
-
Finding generators for Markov chains via empirical transition matrices
-
Israel, R.B., Rosenthal, J.S., and Wei, J.Z. (2001). Finding generators for Markov chains via empirical transition matrices. Mathematical Finance, 11, 245-265.
-
(2001)
Mathematical Finance
, vol.11
, pp. 245-265
-
-
Israel, R.B.1
Rosenthal, J.S.2
Wei, J.Z.3
-
280
-
-
0001097666
-
Corporate distress in Australia
-
Izan, H.Y. (1984). Corporate distress in Australia. Journal of Banking and Finance, 8, 303-320.
-
(1984)
Journal of Banking and Finance
, vol.8
, pp. 303-320
-
-
Izan, H.Y.1
-
281
-
-
33845329139
-
Modelling the economic value of credit rating systems
-
Jankowitsch, R., Pichler, S., and Schwaiger, W.S.A. (2007). Modelling the economic value of credit rating systems. Journal of Banking and Finance, 31(1), 181-198.
-
(2007)
Journal of Banking and Finance
, vol.31
, Issue.1
, pp. 181-198
-
-
Jankowitsch, R.1
Pichler, S.2
Schwaiger, W.S.A.3
-
282
-
-
33847342433
-
Structural versus reduced form models: a new information based perspective
-
Jarrow, R.A. and Protter, P. (2004). Structural versus reduced form models: a new information based perspective. Journal of Investment Management, 2(2), 1-10.
-
(2004)
Journal of Investment Management
, vol.2
, Issue.2
, pp. 1-10
-
-
Jarrow, R.A.1
Protter, P.2
-
283
-
-
84993907181
-
Pricing derivatives on financial securities subject to default risk
-
Jarrow, R. and Turnbull, S. (1995). Pricing derivatives on financial securities subject to default risk. Journal of Finance, 50, 53-86.
-
(1995)
Journal of Finance
, vol.50
, pp. 53-86
-
-
Jarrow, R.1
Turnbull, S.2
-
284
-
-
4344677754
-
A robust test of Merton's model for credit risk
-
Jarrow, R.A., van Deventer, D., and Wang, X. (2003). A robust test of Merton's model for credit risk. Journal of Risk, 6(1), 39-58.
-
(2003)
Journal of Risk
, vol.6
, Issue.1
, pp. 39-58
-
-
Jarrow, R.A.1
van Deventer, D.2
Wang, X.3
-
285
-
-
0000136343
-
Split ratings, bond yields, and underwriter spreads for industrial bonds
-
Jewell, J. and Livingston, M. (1998). Split ratings, bond yields, and underwriter spreads for industrial bonds. Journal of Financial Research, 21, 185-204.
-
(1998)
Journal of Financial Research
, vol.21
, pp. 185-204
-
-
Jewell, J.1
Livingston, M.2
-
286
-
-
29344433624
-
A comparison on bond ratings from Moody's, S&P and Fitch
-
August
-
Jewell, J. and Livingston, M. (1999, August). A comparison on bond ratings from Moody's, S&P and Fitch. Financial Markets, Institutions & Instruments, 8(4).
-
(1999)
Financial Markets, Institutions & Instruments
, vol.8
, Issue.4
-
-
Jewell, J.1
Livingston, M.2
-
287
-
-
0002072240
-
Emerging problems with the Basel Capital Accord: Regulatory arbitrage and related issues
-
Jones, D. (2000). Emerging problems with the Basel Capital Accord: Regulatory arbitrage and related issues. Journal of Banking and Finance, 24(1-2), 35-58.
-
(2000)
Journal of Banking and Finance
, vol.24
, Issue.1-2
, pp. 35-58
-
-
Jones, D.1
-
290
-
-
85040435058
-
Risk management lessons from long-term capital management
-
Jorion, P. (2000). Risk management lessons from long-term capital management. European Financial Management, 6, 277-300.
-
(2000)
European Financial Management
, vol.6
, pp. 277-300
-
-
Jorion, P.1
-
292
-
-
44949274350
-
Applying latent trait analysis in the evaluation of prospects for crossselling of financial services
-
Kamakura, W.A., Ramaswami, S.N., and Srivastava, R.K. (1991). Applying latent trait analysis in the evaluation of prospects for crossselling of financial services. International Journal of Research in Marketing, 8, 329-349.
-
(1991)
International Journal of Research in Marketing
, vol.8
, pp. 329-349
-
-
Kamakura, W.A.1
Ramaswami, S.N.2
Srivastava, R.K.3
-
293
-
-
0003467410
-
Currency and banking crises: The early warnings of distress
-
Working Paper 99/179, IMF
-
Kaminsky, G.L. (1999). Currency and banking crises: The early warnings of distress. Working Paper 99/179, IMF.
-
(1999)
-
-
Kaminsky, G.L.1
-
294
-
-
0039624712
-
The twin crises: the causes of banking and balance payment problems
-
Kaminsky, G. and Reinhart, C. (1999). The twin crises: the causes of banking and balance payment problems. American Economic Review, 89(3), 473-500.
-
(1999)
American Economic Review
, vol.89
, Issue.3
, pp. 473-500
-
-
Kaminsky, G.1
Reinhart, C.2
-
295
-
-
0034083899
-
On crises, contagion,and confusion
-
Kaminsky, G.L. and Reinhart, C.M. (2000). On crises, contagion,and confusion. Journal of International Economics, 51, 145-168.
-
(2000)
Journal of International Economics
, vol.51
, pp. 145-168
-
-
Kaminsky, G.L.1
Reinhart, C.M.2
-
296
-
-
0036921404
-
Emerging market instability: Do sovereign ratings affect country risk and stock returns?
-
Kaminsky, G. and Schmukler, S. (2002). Emerging market instability: Do sovereign ratings affect country risk and stock returns? World Bank Economic Review, 16(2), 171-195.
-
(2002)
World Bank Economic Review
, vol.16
, Issue.2
, pp. 171-195
-
-
Kaminsky, G.1
Schmukler, S.2
-
297
-
-
6244226394
-
Competitive Financial Reregulation: An Interational Perspective
-
R. Portes and A. Swoboda), Cambridge University Press, London
-
Kane, E.J. (1987). Competitive Financial Reregulation: An Interational Perspective. In Threats to international financial stability (ed. R. Portes and A. Swoboda), Cambridge University Press, London.
-
(1987)
Threats to international financial stability
-
-
Kane, E.J.1
-
301
-
-
84919693511
-
Recovery analytics update: expanding recovery ratings and enhancing issue ratings
-
Commentary report, Standard & Poor's
-
Katz, L. and Chew, W.H. (2007). Recovery analytics update: expanding recovery ratings and enhancing issue ratings. Commentary report, Standard & Poor's.
-
(2007)
-
-
Katz, L.1
Chew, W.H.2
-
302
-
-
21344481010
-
Bank contagion: a review of the theory and evidence
-
April
-
Kaufman, G. (1994, April). Bank contagion: a review of the theory and evidence. Journal of Financial Services Research, 123-150.
-
(1994)
Journal of Financial Services Research
, pp. 123-150
-
-
Kaufman, G.1
-
303
-
-
0002266472
-
Multilogit approach to predicting corporate failure - further analysis and the issue of signal consistency
-
Keasey, K., McGuinness, P., and Short, H. (1990). Multilogit approach to predicting corporate failure - further analysis and the issue of signal consistency. Omega, 18(1), 85-94.
-
(1990)
Omega
, vol.18
, Issue.1
, pp. 85-94
-
-
Keasey, K.1
McGuinness, P.2
Short, H.3
-
305
-
-
32144437700
-
Predicting default rates: a forecasting model for Moody's issuer-based default rates
-
August, Global credit research, Moody's Investors Service
-
Keenan, S.C., Sobehart, J., and Hamilton, D.T. (1999, August). Predicting default rates: a forecasting model for Moody's issuer-based default rates. Global credit research, Moody's Investors Service.
-
(1999)
-
-
Keenan, S.C.1
Sobehart, J.2
Hamilton, D.T.3
-
308
-
-
0039012081
-
The information value of bond ratings
-
Kliger, D. and Sarig, O. (2000). The information value of bond ratings. Journal of Finance, 55, 2879-2902.
-
(2000)
Journal of Finance
, vol.55
, pp. 2879-2902
-
-
Kliger, D.1
Sarig, O.2
-
310
-
-
33749660072
-
Moody's RiskCalcTM Model for Privately-Held US Banks
-
Global credit research, Moody's Investors Service
-
Kocagil, A.E., Reyngold, A., Stein, R.M., and Ibarra, E. (2002). Moody's RiskCalcTM Model for Privately-Held US Banks. Global credit research, Moody's Investors Service.
-
(2002)
-
-
Kocagil, A.E.1
Reyngold, A.2
Stein, R.M.3
Ibarra, E.4
-
312
-
-
84919693509
-
Predicting agency rating movements with spread implied ratings
-
Technical report, ISMA Centre, The University of Reading, UK
-
Kou, J. and Varotto, S. (2004). Predicting agency rating movements with spread implied ratings. Technical report, ISMA Centre, The University of Reading, UK.
-
(2004)
-
-
Kou, J.1
Varotto, S.2
-
313
-
-
0002471318
-
Reconcilable differences
-
October
-
Koyluoglu, H.U. and Hickman, A. (1998, October). Reconcilable differences. Risk, 56-62.
-
(1998)
Risk
, pp. 56-62
-
-
Koyluoglu, H.U.1
Hickman, A.2
-
315
-
-
0030241497
-
Hybrid neural network models for bankruptcy predictions
-
Kun, C.L., Ingoo, H., and Youngsig, K. (1996). Hybrid neural network models for bankruptcy predictions. Decision Support Systems, 18, 63-72.
-
(1996)
Decision Support Systems
, vol.18
, pp. 63-72
-
-
Kun, C.L.1
Ingoo, H.2
Youngsig, K.3
-
316
-
-
63649145774
-
Operational risk capital: A problem of definition
-
Kuritzkes, A. (2002). Operational risk capital: A problem of definition. Journal of Risk Finance, 4(1), 47-56.
-
(2002)
Journal of Risk Finance
, vol.4
, Issue.1
, pp. 47-56
-
-
Kuritzkes, A.1
-
317
-
-
30744463452
-
Risk measurement, risk management and capital adequacy in financiaconglomerates
-
Brookings-Wharton Papers on Financial Services 03-02, Wharton Financial Institutions Center
-
Kuritzkes, A., Schuermann, T., and Weiner, S.M. (2002). Risk measurement, risk management and capital adequacy in financiaconglomerates. Brookings-Wharton Papers on Financial Services 03-02, Wharton Financial Institutions Center.
-
(2002)
-
-
Kuritzkes, A.1
Schuermann, T.2
Weiner, S.M.3
-
318
-
-
0342790663
-
Logistic regression and probability of default of developing countries debt
-
Kutty, G. (1990). Logistic regression and probability of default of developing countries debt. Applied Economics, 21, 1649-1660.
-
(1990)
Applied Economics
, vol.21
, pp. 1649-1660
-
-
Kutty, G.1
-
319
-
-
0041669366
-
Investor protection and corporate valuation
-
La Porta, R., Lopez-De-Silanes, F., Shleifer, F., and Vishny, R. (2002). Investor protection and corporate valuation. Journal of Finance, 57(3), 1147-1170.
-
(2002)
Journal of Finance
, vol.57
, Issue.3
, pp. 1147-1170
-
-
La Porta, R.1
Lopez-De-Silanes, F.2
Shleifer, F.3
Vishny, R.4
-
320
-
-
0029358380
-
A neural network for classifying the financial health of a firm
-
Lacher, R.C., Coats, P.K., Sharma, S.C., and Fant, L.F. (1995). A neural network for classifying the financial health of a firm. European Journal of Operational Research, 85, 53-65.
-
(1995)
European Journal of Operational Research
, vol.85
, pp. 53-65
-
-
Lacher, R.C.1
Coats, P.K.2
Sharma, S.C.3
Fant, L.F.4
-
323
-
-
84855482951
-
Insurance company ratings
-
August, Sigma 4, Swiss Re
-
Laster, D. (2003, August). Insurance company ratings. Sigma 4, Swiss Re.
-
(2003)
-
-
Laster, D.1
-
324
-
-
0000740938
-
A five-state financial distress prediction model
-
Lau, A.H.L. (1987). A five-state financial distress prediction model. Journal of Accounting Research, 25(1), 127-138.
-
(1987)
Journal of Accounting Research
, vol.25
, Issue.1
, pp. 127-138
-
-
Lau, A.H.L.1
-
325
-
-
85055428945
-
Bank rating methodology
-
Criteria report, Fitch Ratings
-
Le Bras, A. and Andrews, D. (2003). Bank rating methodology. Criteria report, Fitch Ratings.
-
(2003)
-
-
Le Bras, A.1
Andrews, D.2
-
327
-
-
0030110988
-
Neural network prediction analysis: the bankruptcy case
-
Leshno, M. and Spector, Y. (1996). Neural network prediction analysis: the bankruptcy case. Neurocomputing, 10, 125-147.
-
(1996)
Neurocomputing
, vol.10
, pp. 125-147
-
-
Leshno, M.1
Spector, Y.2
-
329
-
-
84993848595
-
A pure financial rationale for the conglomerate merger
-
Lewellen, W.G. (1971). A pure financial rationale for the conglomerate merger. Journal of Finance, 26(2), 521-537.
-
(1971)
Journal of Finance
, vol.26
, Issue.2
, pp. 521-537
-
-
Lewellen, W.G.1
-
332
-
-
84967569123
-
Direct versus indirect credit scoring classifications
-
Li, H.G. and Hand, D.J. (1997). Direct versus indirect credit scoring classifications. Journal of the Operational Research Society, 53(6), 637-647.
-
(1997)
Journal of the Operational Research Society
, vol.53
, Issue.6
, pp. 637-647
-
-
Li, H.G.1
Hand, D.J.2
-
333
-
-
0000083624
-
Accounting ratios and the prediction of failure: some behavioral evidence
-
Libby, R. (1975). Accounting ratios and the prediction of failure: some behavioral evidence. Journal of Accounting Research, 13(1), 150-161.
-
(1975)
Journal of Accounting Research
, vol.13
, Issue.1
, pp. 150-161
-
-
Libby, R.1
-
334
-
-
0003114587
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics, 47(1), 13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, Issue.1
, pp. 13-37
-
-
Lintner, J.1
-
336
-
-
84919674054
-
Fitch CDS Implied Ratings
-
Quantitative financial research special report,Fitch Ratings
-
Liu, B.,Kocagil, A.E., and Gupton, G.M. (2007). Fitch CDS Implied Ratings. Quantitative financial research special report,Fitch Ratings.
-
(2007)
-
-
Liu, B.1
Kocagil, A.E.2
Gupton, G.M.3
-
337
-
-
38249043632
-
Logit versus discriminant analysis: a specification test with application to corporate bankruptcies
-
Lo, A.W. (1986). Logit versus discriminant analysis: a specification test with application to corporate bankruptcies. Journal of Econometrics, 31, 151-178.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 151-178
-
-
Lo, A.W.1
-
338
-
-
0011002564
-
Absolute priority rule violations in bankruptcy
-
Longhofer, D.S and Carlstrom, C.T. (1995). Absolute priority rule violations in bankruptcy. Economic Review, 31(4), 21-30.
-
(1995)
Economic Review
, vol.31
, Issue.4
, pp. 21-30
-
-
Longhofer, D.S.1
Carlstrom, C.T.2
-
339
-
-
0142112427
-
The changing landscape of the financial services industry: What lies ahead?
-
October
-
Lown, C.S., Osler, C.L., Strahan, P.E., and Sufi, A. (2000, October). The changing landscape of the financial services industry: What lies ahead? Federal Reserve Bank of New York, Economic Policy Review, 39-55.
-
(2000)
Federal Reserve Bank of New York, Economic Policy Review
, pp. 39-55
-
-
Lown, C.S.1
Osler, C.L.2
Strahan, P.E.3
Sufi, A.4
-
340
-
-
0043166415
-
Classification of ovarian tumor using Bayesian Least Squares Support Vector Machines
-
Lu, C., Van Gestel, T., Suykens, J.A.K., Van Huffel, S., Vergote, I., and Timmerman, D. (2003). Classification of ovarian tumor using Bayesian Least Squares Support Vector Machines. Artificial Intelligence in Medicine, 28, 281-306.
-
(2003)
Artificial Intelligence in Medicine
, vol.28
, pp. 281-306
-
-
Lu, C.1
Van Gestel, T.2
Suykens, J.A.K.3
Van Huffel, S.4
Vergote, I.5
Timmerman, D.6
-
343
-
-
84995186518
-
Portfolio selection
-
Markowitz, H. (1952). Portfolio selection. Journal of Finance, 7(1), 77-91.
-
(1952)
Journal of Finance
, vol.7
, Issue.1
, pp. 77-91
-
-
Markowitz, H.1
-
344
-
-
84947338420
-
-
Wiley, Hoboken, New Jersey.
-
Maronna, R.A., Martin, D., Yohai, V., and Martin, D.R. (2006). Robust statistics: theory and methods. Wiley, Hoboken, New Jersey.
-
(2006)
Robust statistics: theory and methods
-
-
Maronna, R.A.1
Martin, D.2
Yohai, V.3
Martin, D.R.4
-
346
-
-
34447292534
-
Comprehensible credit scoring models using rule extraction from Support Vector Machines
-
Martens, D., Baesens, B., Van Gestel, T., and Vanthienen, J. (2006). Comprehensible credit scoring models using rule extraction from Support Vector Machines. European Journal of Operational Research, 183(3), 1466-1476.
-
(2006)
European Journal of Operational Research
, vol.183
, Issue.3
, pp. 1466-1476
-
-
Martens, D.1
Baesens, B.2
Van Gestel, T.3
Vanthienen, J.4
-
347
-
-
84919615709
-
A quantitative model for foreign currency government bond ratings
-
Technical report, Moody's Investors Service, New York
-
Martinez-Alas, L.E., Levey, D.H., and Truglia, V.J. (2004). A quantitative model for foreign currency government bond ratings. Technical report, Moody's Investors Service, New York.
-
(2004)
-
-
Martinez-Alas, L.E.1
Levey, D.H.2
Truglia, V.J.3
-
350
-
-
84919693507
-
Credit risk rating at Australian banks
-
Technical Report 7, Australian Prudential Regulation Authority
-
McDonald, A. and Eastwood, G. (2000). Credit risk rating at Australian banks. Technical Report 7, Australian Prudential Regulation Authority.
-
(2000)
-
-
McDonald, A.1
Eastwood, G.2
-
352
-
-
84919693505
-
CreditPortfolio ViewTM Approach Documentation and User's Documentation
-
Technical report, Zurich
-
McKinsey & Company (1998). CreditPortfolio ViewTM Approach Documentation and User's Documentation. Technical report, Zurich.
-
(1998)
-
-
-
354
-
-
84919693504
-
Recovery ratings: exposing the components of credit risk
-
Credit policy, special report, Fitch Ratings
-
Merritt, R. and Hunter, R. (2005). Recovery ratings: exposing the components of credit risk. Credit policy, special report, Fitch Ratings.
-
(2005)
-
-
Merritt, R.1
Hunter, R.2
-
355
-
-
84962707170
-
On the pricing of corporate debt: the risk structure of interest rates
-
Merton, R.C. (1974). On the pricing of corporate debt: the risk structure of interest rates. Journal of Finance, 29, 449-452.
-
(1974)
Journal of Finance
, vol.29
, pp. 449-452
-
-
Merton, R.C.1
-
356
-
-
21844500986
-
A functional perspective of financial intermediation
-
Merton, R. (1995). A functional perspective of financial intermediation. Financial Management, 24, 23-41.
-
(1995)
Financial Management
, vol.24
, pp. 23-41
-
-
Merton, R.1
-
357
-
-
84993839832
-
Prediction of bank failures
-
Meyer, P. and Pifer, H.W. (1970). Prediction of bank failures. Journal of Finance, 25(4), 853-867.
-
(1970)
Journal of Finance
, vol.25
, Issue.4
, pp. 853-867
-
-
Meyer, P.1
Pifer, H.W.2
-
358
-
-
0004401753
-
Analyis of business failures in France
-
Micha, B. (1984). Analyis of business failures in France. Journal of Banking and Finance, 8, 281-291.
-
(1984)
Journal of Banking and Finance
, vol.8
, pp. 281-291
-
-
Micha, B.1
-
362
-
-
0000294096
-
The cost of capital, corporation finance and the theory of investment
-
Modigliani, F. and Miller, M. (1958). The cost of capital, corporation finance and the theory of investment. American Economic Review, 48, 261-297.
-
(1958)
American Economic Review
, vol.48
, pp. 261-297
-
-
Modigliani, F.1
Miller, M.2
-
363
-
-
0040186473
-
Bank failure: a multidimensional scaling approach
-
Molinari, M. and Serrano-Cinca, C. (1999). Bank failure: a multidimensional scaling approach. European Journal of Finance, 7(2), 165-183.
-
(1999)
European Journal of Finance
, vol.7
, Issue.2
, pp. 165-183
-
-
Molinari, M.1
Serrano-Cinca, C.2
-
366
-
-
73449084548
-
EAD Estimates for Facilities with Explicit Limits
-
B. Engelmann and R. Rauhmeier), Springer, Heidelberg/Berlin
-
Moral, G. (2006). EAD Estimates for Facilities with Explicit Limits. In The Basel II risk parameters (ed. B. Engelmann and R. Rauhmeier), Springer, Heidelberg/Berlin, pp. 197-242.
-
(2006)
The Basel II risk parameters
, pp. 197-242
-
-
Moral, G.1
-
367
-
-
84967430479
-
LGD Estimates in a Mortgage Portfolio
-
Moral, G. and García-Baena,R. (2002). LGD Estimates in a Mortgage Portfolio. Estabilidad Financiera, Banco de España, 3, 127-164.
-
(2002)
Estabilidad Financiera, Banco de España
, vol.3
, pp. 127-164
-
-
Moral, G.1
García-Baena, R.2
-
368
-
-
21344475322
-
The commitment-trust theory of relationship marketing
-
Morgan, R.M. and Hunt, S.D. (1994). The commitment-trust theory of relationship marketing. Journal of Marketing, 29, 319-329.
-
(1994)
Journal of Marketing
, vol.29
, pp. 319-329
-
-
Morgan, R.M.1
Hunt, S.D.2
-
370
-
-
0001238604
-
Equilibrium in a capital asset market
-
October
-
Mossin, J. (1966, October). Equilibrium in a capital asset market. Econometrica, 34(4), 768-783.
-
(1966)
Econometrica
, vol.34
, Issue.4
, pp. 768-783
-
-
Mossin, J.1
-
371
-
-
85015439472
-
P&C RAROC: A Catalyst for Improved Capital Management in the Property and Casualty Insurance Industry
-
Fall
-
Nakada, P., Shah, H., Koyluoglu, H.U., and Colignon, O. (1999). P&C RAROC: A Catalyst for Improved Capital Management in the Property and Casualty Insurance Industry. Journal of Risk Finance(Fall), 1-18.
-
(1999)
Journal of Risk Finance
, pp. 1-18
-
-
Nakada, P.1
Shah, H.2
Koyluoglu, H.U.3
Colignon, O.4
-
373
-
-
0033730368
-
Predicting corporate bankruptcy using modular neural networks
-
Nasir, M.L., John, R.I., and Bennett, S.C. (2000) Predicting corporate bankruptcy using modular neural networks. Proceedings of the IEEE/ IAFE/INFORMS/ Conference on Computational Intelligence for Financial Engineering, pp. 86-78.
-
(2000)
Proceedings of the IEEE/ IAFE/INFORMS/ Conference on Computational Intelligence for Financial Engineering
, pp. 86-78
-
-
Nasir, M.L.1
John, R.I.2
Bennett, S.C.3
-
374
-
-
84919694409
-
The National Institute Global Econometric Model (NIGEM): The World Model Manual
-
Technical report, National Institute of Economic and Social Research, London, UK
-
National Institute of Economic and Social Research (1999). The National Institute Global Econometric Model (NIGEM): The World Model Manual. Technical report, National Institute of Economic and Social Research, London, UK.
-
(1999)
-
-
-
375
-
-
84973532975
-
Fitch Ratings Global Corporate Finance 1990-2005 Transition and Default Study
-
Credit market research, Fitch Ratings
-
Needham, C. and Verde. M. (2006). Fitch Ratings Global Corporate Finance 1990-2005 Transition and Default Study. Credit market research, Fitch Ratings.
-
(2006)
-
-
Needham, C.1
Verde, M.2
-
376
-
-
0001491925
-
Parsimonious modelling of yield curves
-
Nelson, C. and Siegel, A. (1987). Parsimonious modelling of yield curves. Journal of Business, 60, 473-489.
-
(1987)
Journal of Business
, vol.60
, pp. 473-489
-
-
Nelson, C.1
Siegel, A.2
-
377
-
-
0000048908
-
Stability of rating transitions
-
Nickell, P., Perraudin, W., and Varotto, S. (2000). Stability of rating transitions. Journal of Banking and Finance, 24, 203-227.
-
(2000)
Journal of Banking and Finance
, vol.24
, pp. 203-227
-
-
Nickell, P.1
Perraudin, W.2
Varotto, S.3
-
378
-
-
0011455039
-
Improving inductive inference
-
D. Kahneman, P. Slovic, and A. Tversky
-
Nisbet, R., Krantz, D., Jepson, C., and Fong, G. (1982). Improving inductive inference. In Judgment under uncertainty (ed. D. Kahneman, P. Slovic, and A. Tversky).
-
(1982)
Judgment under uncertainty
-
-
Nisbet, R.1
Krantz, D.2
Jepson, C.3
Fong, G.4
-
379
-
-
0000666375
-
Financial ratios and the probabilistic prediction of bankruptcy
-
Ohlson, J.A. (1980). Financial ratios and the probabilistic prediction of bankruptcy. Journal of Accounting Research, 18(1), 109-131.
-
(1980)
Journal of Accounting Research
, vol.18
, Issue.1
, pp. 109-131
-
-
Ohlson, J.A.1
-
383
-
-
21244467733
-
Financial distress models in Belgium: The results of a decade of empirical research
-
Ooghe, H., Joos, P., and De Bourdeaudhuij, C. (1995). Financial distress models in Belgium: The results of a decade of empirical research. The International Journal of Accounting, 30, 245-274.
-
(1995)
The International Journal of Accounting
, vol.30
, pp. 245-274
-
-
Ooghe, H.1
Joos, P.2
De Bourdeaudhuij, C.3
-
384
-
-
33144456875
-
Predicting business failure on the basis of accounting data: The Belgian experience
-
Ooghe, H. and Verbaere, E. (1985). Predicting business failure on the basis of accounting data: The Belgian experience. The International Journal of Accounting, 9(2), 19-44.
-
(1985)
The International Journal of Accounting
, vol.9
, Issue.2
, pp. 19-44
-
-
Ooghe, H.1
Verbaere, E.2
-
385
-
-
0001582593
-
An estimation model for country risk ratings
-
Oral, M., Kettani, O., Cosset, J.C., and Daouas, M. (1992). An estimation model for country risk ratings. International Journal of Forecasting, 8.
-
(1992)
International Journal of Forecasting
, pp. 8
-
-
Oral, M.1
Kettani, O.2
Cosset, J.C.3
Daouas, M.4
-
387
-
-
77950839424
-
Mind the gap: domestic versus foreign currency sovereign ratings
-
Packer, F. (2003). Mind the gap: domestic versus foreign currency sovereign ratings. BIS Quarterly Review, 55-63.
-
(2003)
BIS Quarterly Review
, pp. 55-63
-
-
Packer, F.1
-
388
-
-
0007578909
-
The Siskel and Ebrt of Financial Markets: Two Thumbs Down for the Credit Rating Agencies
-
Partnoy, F. (1999). The Siskel and Ebrt of Financial Markets: Two Thumbs Down for the Credit Rating Agencies. Washington University Low Quarterly, 77(3), 619-712.
-
(1999)
Washington University Low Quarterly
, vol.77
, Issue.3
, pp. 619-712
-
-
Partnoy, F.1
-
389
-
-
84919693501
-
Fitch's approach to 'group' insurance ratings
-
January, Special report, Fitch
-
Patrino, P.F., Buckley, K.M., and Burke, J.A. (2001, January). Fitch's approach to 'group' insurance ratings. Special report, Fitch.
-
(2001)
-
-
Patrino, P.F.1
Buckley, K.M.2
Burke, J.A.3
-
390
-
-
28044449328
-
Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities
-
Pederzoli, C. and Torricelli, C. (2005). Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities. Journal of Banking and Finance, 29(12), 3121-3140.
-
(2005)
Journal of Banking and Finance
, vol.29
, Issue.12
, pp. 3121-3140
-
-
Pederzoli, C.1
Torricelli, C.2
-
392
-
-
84993914974
-
The benefits of lending relationships: Evidence from small business data
-
Petersen, M. and Rajan, R. (1994). The benefits of lending relationships: Evidence from small business data. Journal of Finance, 49, 3-37.
-
(1994)
Journal of Finance
, vol.49
, pp. 3-37
-
-
Petersen, M.1
Rajan, R.2
-
393
-
-
0002417693
-
The value effects of bank mergers and acquisitions
-
Y.Amihud and G. Miller), Kluwer Academic, Boston, MA
-
Pilloff, S.J. and Santomero, A.M. (1998). The value effects of bank mergers and acquisitions. In: Bank mergers & acquisitions (ed. Y.Amihud and G. Miller), Kluwer Academic, Boston, MA, pp. 59-78.
-
(1998)
Bank mergers & acquisitions
, pp. 59-78
-
-
Pilloff, S.J.1
Santomero, A.M.2
-
394
-
-
84919693500
-
The SAP solution for Basel II
-
White paper, SAP
-
Pinchock, P. (2001). The SAP solution for Basel II. White paper, SAP.
-
(2001)
-
-
Pinchock, P.1
-
395
-
-
0000449179
-
A note on the use of industryrelative ratios in bankruptcy prediction
-
Platt, H.D. and Platt, M.B. (1991). A note on the use of industryrelative ratios in bankruptcy prediction. Journal of Banking and Finance, 15(6), 1183-1194.
-
(1991)
Journal of Banking and Finance
, vol.15
, Issue.6
, pp. 1183-1194
-
-
Platt, H.D.1
Platt, M.B.2
-
397
-
-
0037375131
-
Are unsollicited credit ratings biased downward?
-
Poon, W.P.H. (2003). Are unsollicited credit ratings biased downward? Journal of Banking & Finance, 27, 593-614.
-
(2003)
Journal of Banking & Finance
, vol.27
, pp. 593-614
-
-
Poon, W.P.H.1
-
398
-
-
0033175540
-
A multivariate analysis of the determinants of Moody's bank financial strength ratings
-
Poon, W.P.H., Firth, M., and Fung, H. (1999). A multivariate analysis of the determinants of Moody's bank financial strength ratings. Journal of International Financial Markets, 9(3), 267-283.
-
(1999)
Journal of International Financial Markets
, vol.9
, Issue.3
, pp. 267-283
-
-
Poon, W.P.H.1
Firth, M.2
Fung, H.3
-
399
-
-
80051653508
-
Basel II and Developing Countries: Sailing through the Sea of Standards
-
World Bank Policy Research Working Paper 3387, The World Bank
-
Powell, A. (2004). Basel II and Developing Countries: Sailing through the Sea of Standards. World Bank Policy Research Working Paper 3387, The World Bank.
-
(2004)
-
-
Powell, A.1
-
400
-
-
84919682152
-
Study on the financial and macroeconomic consequences of the draft proposed new capital requirements for banks and investment firms in the EU
-
Technical report, Price-Waterhouse Coopers
-
Price WaterhouseCoopers. Study on the financial and macroeconomic consequences of the draft proposed new capital requirements for banks and investment firms in the EU. Technical report, Price-Waterhouse Coopers.
-
-
-
-
402
-
-
0038979543
-
The past and future of commercial banking viewed through an incomplete contract lens
-
Rajan, R. (1998). The past and future of commercial banking viewed through an incomplete contract lens. Journal of Money, Credit and Banking, 3, 525-549.
-
(1998)
Journal of Money, Credit and Banking
, vol.3
, pp. 525-549
-
-
Rajan, R.1
-
404
-
-
84919693497
-
Weighting risk, Basel II and the challenge for Mid-Tier banks
-
A., October, Technical report, Economist Intelligence Unit
-
A. (2004, October). Weighting risk, Basel II and the challenge for Mid-Tier banks. Technical report, Economist Intelligence Unit.
-
(2004)
-
-
-
405
-
-
0031272644
-
Neural networks in financial engineering: A study in methodology
-
Refenes, A.N., Burgess, A.N., and Bentz, Y. (1997). Neural networks in financial engineering: A study in methodology. IEEE Transactions on Neural Networks, 8, 1222-1267.
-
(1997)
IEEE Transactions on Neural Networks
, vol.8
, pp. 1222-1267
-
-
Refenes, A.N.1
Burgess, A.N.2
Bentz, Y.3
-
407
-
-
0034360983
-
On the profitability of longlife customers in a noncontractual setting: an empirical investigation and implications for marketing
-
Reinartz, W.J. and Kumar, V. (2000). On the profitability of longlife customers in a noncontractual setting: an empirical investigation and implications for marketing. Journal of Marketing, 64, 17-35.
-
(2000)
Journal of Marketing
, vol.64
, pp. 17-35
-
-
Reinartz, W.J.1
Kumar, V.2
-
408
-
-
68049120062
-
Fitch Equity Implied Rating and Probability of Default Model
-
Quantitative financial research special report, Fitch Ratings
-
Reyngold, A., Kocagil, A.E., and Gupton, G.M. (2007). Fitch Equity Implied Rating and Probability of Default Model. Quantitative financial research special report, Fitch Ratings.
-
(2007)
-
-
Reyngold, A.1
Kocagil, A.E.2
Gupton, G.M.3
-
409
-
-
84919693496
-
Sovereign issuer default and recovery ratings
-
December, Criteria report, Fitch Ratings
-
Riley, D., Fox, R., Scher, R., Harting, M., and McCormack, J. (2005, December). Sovereign issuer default and recovery ratings. Criteria report, Fitch Ratings.
-
(2005)
-
-
Riley, D.1
Fox, R.2
Scher, R.3
Harting, M.4
McCormack, J.5
-
411
-
-
0031229626
-
Political instability and country risk
-
Rivoli, P. and Brewer, T.L. (1997). Political instability and country risk. Global Finance Journal, 8, 309-321.
-
(1997)
Global Finance Journal
, vol.8
, pp. 309-321
-
-
Rivoli, P.1
Brewer, T.L.2
-
414
-
-
0039088585
-
Measures of concentration
-
Princeton. National Bureau of Economic Research, Princeton University Press, Princeton, USA
-
Rosenbluth, G. (1955). Measures of concentration. In business concentration and price policy, Princeton. National Bureau of Economic Research, Princeton University Press, Princeton, USA.
-
(1955)
business concentration and price policy
-
-
Rosenbluth, G.1
-
415
-
-
0004250913
-
-
McGraw Hill, London.
-
Ross, S., Westerfield, R., and Jordan, B. (2007). Fundamentals of corporate finance. McGraw Hill, London.
-
(2007)
Fundamentals of corporate finance
-
-
Ross, S.1
Westerfield, R.2
Jordan, B.3
-
418
-
-
84919638469
-
Probability-of-default and loss-given-default ratings for non-financial speculative-grade corporate obligors
-
Technical report, Moody's Investor Service
-
Rowan, M.J., Stump, P., De Bodard, E., and Staples, D. (2006). Probability-of-default and loss-given-default ratings for non-financial speculative-grade corporate obligors. Technical report, Moody's Investor Service.
-
(2006)
-
-
Rowan, M.J.1
Stump, P.2
De Bodard, E.3
Staples, D.4
-
420
-
-
39149097400
-
Customer satisfaction, customer retention, and market share
-
Rust, R.T. and Zahorik, A.J. (1993). Customer satisfaction, customer retention, and market share. Journal of Retailing, 69(2), 193-215.
-
(1993)
Journal of Retailing
, vol.69
, Issue.2
, pp. 193-215
-
-
Rust, R.T.1
Zahorik, A.J.2
-
421
-
-
31644444087
-
-
Harvard University Press, Cambridge, MA, and London, England.
-
Sandage, S.A. (2005). Born losers: a history of failure in America. Harvard University Press, Cambridge, MA, and London, England.
-
(2005)
Born losers: a history of failure in America
-
-
Sandage, S.A.1
-
423
-
-
0035521221
-
Bayesian models for early warnings of bank failures
-
Sarkar, S. and Sriram, R. (2001). Bayesian models for early warnings of bank failures. Management Science, 47(10), 1457-1475.
-
(2001)
Management Science
, vol.47
, Issue.10
, pp. 1457-1475
-
-
Sarkar, S.1
Sriram, R.2
-
428
-
-
0013945727
-
Measurement and prediction: clinical and statistical
-
Sawyer, J. (1966). Measurement and prediction: clinical and statistical. Psychological Bulletin, 178-200.
-
(1966)
Psychological Bulletin
, pp. 178-200
-
-
Sawyer, J.1
-
430
-
-
4444292685
-
-
MIT Press, Cambridge, MA.
-
Schölkopf, B., Tsuda, K., and Vert, J.-P. (ed.) (2004). Kernel methods in computational biology. MIT Press, Cambridge, MA.
-
(2004)
Kernel methods in computational biology
-
-
Schölkopf, B.1
Tsuda, K.2
Vert, J.-P.3
-
433
-
-
0001419333
-
The probability of bankruptcy: A comparison of empirical predictions and theoretical models
-
Scott, J. (1981). The probability of bankruptcy: A comparison of empirical predictions and theoretical models. Journal of Banking and Finance, 5(3), 317-344.
-
(1981)
Journal of Banking and Finance
, vol.5
, Issue.3
, pp. 317-344
-
-
Scott, J.1
-
434
-
-
0041378508
-
The Dual Banking System: AModel of Competition in Regulation
-
Scott, K. (1977). The Dual Banking System: AModel of Competition in Regulation. Stanford Law Review, 77(3), 619-712.
-
(1977)
Stanford Law Review
, vol.77
, Issue.3
, pp. 619-712
-
-
Scott, K.1
-
435
-
-
84919615308
-
Comparative study of European Covered Bonds
-
July, Technical report, Fitch Ratings
-
Seemann, J., Dahlkamp, A., and Heberlein, H. (2006, July). Comparative study of European Covered Bonds. Technical report, Fitch Ratings.
-
(2006)
-
-
Seemann, J.1
Dahlkamp, A.2
Heberlein, H.3
-
436
-
-
33745003656
-
Using adaptive learning in credit scoring to estimate take-up probability distribution
-
Seow, H.V. and Thomas, L.C. (2006). Using adaptive learning in credit scoring to estimate take-up probability distribution. European Journal of Operational Research, 173, 880-892.
-
(2006)
European Journal of Operational Research
, vol.173
, pp. 880-892
-
-
Seow, H.V.1
Thomas, L.C.2
-
438
-
-
80051596483
-
Credit rating agencies: their impact on capital flows to developing countries
-
Technical Report Special Policy Report 6, Financial Policy Forum, Derivatives Study Center
-
Setty, G. and Dodd, R. (2003). Credit rating agencies: their impact on capital flows to developing countries. Technical Report Special Policy Report 6, Financial Policy Forum, Derivatives Study Center.
-
(2003)
-
-
Setty, G.1
Dodd, R.2
-
439
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W.F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance, 19(3), 425-442.
-
(1964)
Journal of Finance
, vol.19
, Issue.3
, pp. 425-442
-
-
Sharpe, W.F.1
-
440
-
-
0001752951
-
Mutual fund performance
-
Sharpe, W.F. (1966). Mutual fund performance. Journal of Business, 39, 119-138.
-
(1966)
Journal of Business
, vol.39
, pp. 119-138
-
-
Sharpe, W.F.1
-
443
-
-
7444228338
-
The CRISP-DM model: the new blueprint for data mining
-
Shearer, C. (2000). The CRISP-DM model: the new blueprint for data mining. Journal of Data Warehousing, 5(4), 13-22.
-
(2000)
Journal of Data Warehousing
, vol.5
, Issue.4
, pp. 13-22
-
-
Shearer, C.1
-
444
-
-
0242551980
-
Explaining credit rating differences between Japanese and US agencies
-
Shin, Y.S. and Moore, W.T. (2003). Explaining credit rating differences between Japanese and US agencies. Review of Financial Economics, 12, 327-344.
-
(2003)
Review of Financial Economics
, vol.12
, pp. 327-344
-
-
Shin, Y.S.1
Moore, W.T.2
-
446
-
-
84882014016
-
-
Royal Book Co., Karachi, Pakistan.
-
Siddiqui, S.H. (1994). Islamic banking: genesis & rationale, evaluation & review, prospects & challenges. Royal Book Co., Karachi, Pakistan.
-
(1994)
Islamic banking: genesis & rationale, evaluation & review, prospects & challenges
-
-
Siddiqui, S.H.1
-
449
-
-
22544435160
-
Rating agencies: is there an agencyissue?
-
R. Levich, G. Majnoni, and C. Reinhart), Kluwer, Dordrecht, The Netherlands
-
Smith, R.C. and Walter, I. (2002). Rating agencies: is there an agencyissue? In Ratings, rating agencies and the global financial system (ed. R. Levich, G. Majnoni, and C. Reinhart), Kluwer, Dordrecht, The Netherlands, pp. 289-318.
-
(2002)
Ratings, rating agencies and the global financial system
, pp. 289-318
-
-
Smith, R.C.1
Walter, I.2
-
450
-
-
84919668039
-
The need for hybrid models
-
February
-
Soberhart, J.R. and Keenan, S.C. (2002, February). The need for hybrid models. Risk, 73-77.
-
(2002)
Risk
, pp. 73-77
-
-
Soberhart, J.R.1
Keenan, S.C.2
-
451
-
-
0011594699
-
Performance measurement in a downside risk framework
-
Fall
-
Sortino, F. and Price, L. (1994, Fall). Performance measurement in a downside risk framework. Journal of Investing.
-
(1994)
Journal of Investing
-
-
Sortino, F.1
Price, L.2
-
453
-
-
84919693493
-
LossStats database user guide
-
Standard & Poor's Standard & Poor's Risk Solutions October, Technical report, Standard & Poor's
-
Standard & Poor's Standard & Poor's Risk Solutions (2005, October). LossStats database user guide. Technical report, Standard & Poor's.
-
(2005)
-
-
-
454
-
-
0033474865
-
A chain graph for applicants for bank credit
-
Stanghellini, E., McConway, K.J., and Hand, D.J. (1999). A chain graph for applicants for bank credit. Journal of the Royal Statistical Society, Series C, 48, 239-251.
-
(1999)
Journal of the Royal Statistical Society, Series C
, vol.48
, pp. 239-251
-
-
Stanghellini, E.1
McConway, K.J.2
Hand, D.J.3
-
456
-
-
0036508197
-
Survival analysis methods for personal loan data
-
Stepanova, M. and Thomas, L.C. (2002). Survival analysis methods for personal loan data. Operations Research, 50(2), 277-289.
-
(2002)
Operations Research
, vol.50
, Issue.2
, pp. 277-289
-
-
Stepanova, M.1
Thomas, L.C.2
-
457
-
-
84919693492
-
European capital survey: From feast to famine?
-
November
-
Stevens, A., Den Dekker, T., Shamieh, C., and Tadros, R. (2001,November). European capital survey: From feast to famine? Reactions.
-
(2001)
Reactions
-
-
Stevens, A.1
Den Dekker, T.2
Shamieh, C.3
Tadros, R.4
-
460
-
-
0037695279
-
-
World Scientific, Singapore.
-
Suykens, J.A.K., Van Gestel, T., De Brabanter, J., De Moor, B.,and Vandewalle, J. (2002). Least squares support vector machines. World Scientific, Singapore.
-
(2002)
Least squares support vector machines
-
-
Suykens, J.A.K.1
Van Gestel, T.2
De Brabanter, J.3
De Moor, B.4
Vandewalle, J.5
-
461
-
-
4644230844
-
Rating the rating agencies: Anticipating currency crises or debt crises?
-
Sy, A.N.R. (2004). Rating the rating agencies: Anticipating currency crises or debt crises? Journal of Banking and Finance, 28, 2845-2867.
-
(2004)
Journal of Banking and Finance
, vol.28
, pp. 2845-2867
-
-
Sy, A.N.R.1
-
462
-
-
0343660875
-
Country risk: A model for predicting debt servicing problems in developing countries
-
Taffler, R.J. and Abassi, B. (1984). Country risk: A model for predicting debt servicing problems in developing countries. Journal of the Royal Statistical Society, Series A, 147(4), 541-568.
-
(1984)
Journal of the Royal Statistical Society, Series A
, vol.147
, Issue.4
, pp. 541-568
-
-
Taffler, R.J.1
Abassi, B.2
-
463
-
-
0000606001
-
Empirical models for the monitoring of UK corporations
-
Tafler, R.J. (1984). Empirical models for the monitoring of UK corporations. Journal of Banking and Finance, 8, 199-227.
-
(1984)
Journal of Banking and Finance
, vol.8
, pp. 199-227
-
-
Tafler, R.J.1
-
464
-
-
84919693491
-
Banks seldom rated above the sovereigns
-
Technical report, Standard & Poor's
-
Taillon, R.B. (2004). Banks seldom rated above the sovereigns. Technical report, Standard & Poor's.
-
(2004)
-
-
Taillon, R.B.1
-
465
-
-
0013094635
-
Corporate bankruptcy prediction in Japan
-
Takahashi, K., Kurokawa, Y., and Watase, K. (1984). Corporate bankruptcy prediction in Japan. Journal of Banking and Finance, 8, 229-247.
-
(1984)
Journal of Banking and Finance
, vol.8
, pp. 229-247
-
-
Takahashi, K.1
Kurokawa, Y.2
Watase, K.3
-
466
-
-
84997479670
-
Managerial applications of neural networks: the case of bank failure predictions
-
Tam, K.Y. and Kian, M.Y . (1992). Managerial applications of neural networks: the case of bank failure predictions. Management Science, 38(7), 926-947.
-
(1992)
Management Science
, vol.38
, Issue.7
, pp. 926-947
-
-
Tam, K.Y.1
Kian, M.Y.2
-
467
-
-
0004449777
-
Financial ratios as a means of forecasting bankruptcy
-
Tamari, M. (1966). Financial ratios as a means of forecasting bankruptcy. Management International Review, 4, 15-21.
-
(1966)
Management International Review
, vol.4
, pp. 15-21
-
-
Tamari, M.1
-
468
-
-
0036071510
-
Expected shortfall and beyond
-
Tasche, D. (2002). Expected shortfall and beyond. Journal of Banking and Finance, 26(7), 1519-1533.
-
(2002)
Journal of Banking and Finance
, vol.26
, Issue.7
, pp. 1519-1533
-
-
Tasche, D.1
-
470
-
-
12444322815
-
Compendium of documents produced by the Joint Forum
-
July, Technical report, The Joint Forum: Basel Committee on Banking Supervision, International Organisation of Securities Commissions, International Association of Insurance Supervisors, Basel,Switzerland
-
The Joint Forum (2001, July). Compendium of documents produced by the Joint Forum. Technical report, The Joint Forum: Basel Committee on Banking Supervision, International Organisation of Securities Commissions, International Association of Insurance Supervisors, Basel,Switzerland.
-
(2001)
-
-
-
471
-
-
1842608094
-
Risk management practices and regulatory capital, cross-sectoral comparison
-
November, Technical report, The Joint Forum: Basel Committee on Banking Supervision, International Organisation of Securities Commissions, International Association of Insurance Supervisors, Basel, Switzerland
-
The Joint Forum (2001, November). Risk management practices and regulatory capital, cross-sectoral comparison. Technical report, The Joint Forum: Basel Committee on Banking Supervision, International Organisation of Securities Commissions, International Association of Insurance Supervisors, Basel, Switzerland.
-
(2001)
-
-
-
472
-
-
18944371158
-
Trends in risk integration and aggregation
-
August, Technical report, The Joint Forum: Basel Committee on Banking Supervision, International Organisation of Securities Commissions, International Association of Insurance Supervisors, Basel, Switzerland
-
The Joint Forum (2003, August). Trends in risk integration and aggregation. Technical report, The Joint Forum: Basel Committee on Banking Supervision, International Organisation of Securities Commissions, International Association of Insurance Supervisors, Basel, Switzerland.
-
(2003)
-
-
-
473
-
-
84882221994
-
The management of liquidity risk in financial groups
-
May, Technical report, The Joint Forum: Basel Committee on Banking Supervision, International Organisation of Securities Commissions, International Association of Insurance Supervisors, Basel,Switzerland
-
The Joint Forum (2006, May). The management of liquidity risk in financial groups. Technical report, The Joint Forum: Basel Committee on Banking Supervision, International Organisation of Securities Commissions, International Association of Insurance Supervisors, Basel,Switzerland.
-
(2006)
-
-
-
474
-
-
0001466281
-
A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers
-
Thomas, L.C. (2000). A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers. International Journal of Forecasting, 16, 149-172.
-
(2000)
International Journal of Forecasting
, vol.16
, pp. 149-172
-
-
Thomas, L.C.1
-
475
-
-
0036927666
-
-
Monographs on Mathematical Modeling and Computation. SIAM, Philadelphia, US.
-
Thomas, L.C., Edelman, D.B., and Crook, J.N. (2002). Credit scoring and its applications. Monographs on Mathematical Modeling and Computation. SIAM, Philadelphia, US.
-
(2002)
Credit scoring and its applications
-
-
Thomas, L.C.1
Edelman, D.B.2
Crook, J.N.3
-
476
-
-
0035401323
-
Time will tell: Behavioural scoring and the dynamics of consumer risk assessment
-
Thomas, L.C., Ho, J., and Scherer, W.T. (2001). Time will tell: Behavioural scoring and the dynamics of consumer risk assessment. IMA Journal of Management Mathematics, 12, 89-103.
-
(2001)
IMA Journal of Management Mathematics
, vol.12
, pp. 89-103
-
-
Thomas, L.C.1
Ho, J.2
Scherer, W.T.3
-
477
-
-
0034363463
-
Bankruptcy auctions: Costs, debt recovery and firm survival
-
Thorburn, K. (2000). Bankruptcy auctions: Costs, debt recovery and firm survival. Journal of Financial Economics, vol="58", 337-368.
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 337-368
-
-
Thorburn, K.1
-
478
-
-
0009424011
-
Optimal contracts and competitive markets with costly state veri.cation
-
Townsend, R. (1979). Optimal contracts and competitive markets with costly state veri.cation. Journal of Economic Theory, vol="21", 1-29.
-
(1979)
Journal of Economic Theory
, vol.21
, pp. 1-29
-
-
Townsend, R.1
-
479
-
-
0001289029
-
Credit risk rating at large US banks
-
Treacy, W.F. and Carey, M. (1998). Credit risk rating at large US banks. Federal Reserve Bulletin (84), 897-921.
-
(1998)
Federal Reserve Bulletin
, Issue.84
, pp. 897-921
-
-
Treacy, W.F.1
Carey, M.2
-
480
-
-
0002787901
-
How to use security analysis to improve portfolio selection
-
January
-
Treynor, J.L. and Black, F. (1973,January). How to use security analysis to improve portfolio selection. Journal of Business, 66-85.
-
(1973)
Journal of Business
, pp. 66-85
-
-
Treynor, J.L.1
Black, F.2
-
481
-
-
84967381822
-
Revised policy with respect to country ceilings
-
November, Technical report, Moody's Investors Service, New York
-
Truglia, V., Fons, J.S., Cailletau, P., and Mahoney, C.T . (2005, November). Revised policy with respect to country ceilings. Technical report, Moody's Investors Service, New York.
-
(2005)
-
-
Truglia, V.1
Fons, J.S.2
Cailletau, P.3
Mahoney, C.T.4
-
484
-
-
85009910712
-
Database marketing modeling for financial services using hazard rate models
-
Van den Poel, D. and Leunis, J. (1998). Database marketing modeling for financial services using hazard rate models. International Review of Retail, Distribution and Consumer Research, 8(2), 243-257.
-
(1998)
International Review of Retail, Distribution and Consumer Research
, vol.8
, Issue.2
, pp. 243-257
-
-
Van den Poel, D.1
Leunis, J.2
-
486
-
-
77950527298
-
-
John Wiley & Sons, Hoboken, New Jersey.
-
van Deventer, D., Imai, K., and Mesler, M. (2004). Advanced financial risk management: tools and techniques for integrated credit risk and interest rate management. John Wiley & Sons, Hoboken, New Jersey.
-
(2004)
Advanced financial risk management: tools and techniques for integrated credit risk and interest rate management
-
-
van Deventer, D.1
Imai, K.2
Mesler, M.3
-
487
-
-
33646475871
-
Bayesian kernel based classification for financial distress detection
-
Van Gestel, T., Baesens, B., Suykens, J.A.K., Van den Poel, D., Baestaens, D., and Willekens, M. (2006). Bayesian kernel based classification for financial distress detection. European Journal of Operational Research, vol="172", 979-1003.
-
(2006)
European Journal of Operational Research
, vol.172
, pp. 979-1003
-
-
Van Gestel, D.1
Baesens, B.2
Suykens, J.A.K.3
Van den Poel, D.4
Baestaens, D.5
Willekens, M.6
-
488
-
-
34548174917
-
Linear and nonlinear credit scoring by combining logistic regression and Support Vector Machines
-
Van Gestel, T., Baesens, B., Van Dijcke, P., Garcia, J., Suykens, J., and Alderweireld, T. (2005). Linear and nonlinear credit scoring by combining logistic regression and Support Vector Machines. Journal of Credit Risk, vol="1"(4), 31-60.
-
(2005)
Journal of Credit Risk
, vol.1
, Issue.4
, pp. 31-60
-
-
Van Gestel, T.1
Baesens, B.2
Van Dijcke, P.3
Garcia, J.4
Suykens, J.5
Alderweireld, T.6
-
489
-
-
33749829099
-
A process model to develop an internal rating system: sovereign credit ratings
-
Van Gestel, T., Baesens, B., Van Dijcke, P., Garcia, J., Suykens, J.A.K., and Vanthienen, J. (2006). A process model to develop an internal rating system: sovereign credit ratings. Decision Support Systems, vol="42"(2),1 131-1151.
-
(2006)
Decision Support Systems
, vol.42
, Issue.2
-
-
Van Gestel, T.1
Baesens, B.2
Van Dijcke, P.3
Garcia, J.4
Suykens, J.A.K.5
Vanthienen, J.6
-
490
-
-
84967386599
-
Bazel II, impact op IT
-
Van Gestel, T., Baesens, B., and Vanthienen, J. (2004). Bazel II, impact op IT. Tijdschrift voor informatie, 46(10), 50-55.
-
(2004)
Tijdschrift voor informatie
, vol.46
, Issue.10
, pp. 50-55
-
-
Van Gestel, T.1
Baesens, B.2
Vanthienen, J.3
-
491
-
-
33646531244
-
A Bayesian nonlinear Support Vector Machine Error Correction Model
-
Van Gestel, T., Espinoza, M., Baesens, B., Suykens, J.A.K., Brasseur, C., and De Moor, B. (2006). A Bayesian nonlinear Support Vector Machine Error Correction Model. Journal of Forecasting, 25, 77-100.
-
(2006)
Journal of Forecasting
, vol.25
, pp. 77-100
-
-
Van Gestel, T.1
Espinoza, M.2
Baesens, B.3
Suykens, J.A.K.4
Brasseur, C.5
De Moor, B.6
-
492
-
-
0242288903
-
Benchmarking Least Squares Support Vector Machine classifiers
-
Van Gestel, T., Suykens, J.A.K., Baesens ,B., Viaene, S., Vanthienen, J., Dedene, G., De Moor, B., and Vandewalle, J. (2003). Benchmarking Least Squares Support Vector Machine classifiers. Machine Learning, 54(1), 5-32.
-
(2003)
Machine Learning
, vol.54
, Issue.1
, pp. 5-32
-
-
Van Gestel, T.1
Suykens, J.A.K.2
Baesens, B.3
Viaene, S.4
Vanthienen, J.5
Dedene, G.6
De Moor, B.7
Vandewalle, J.8
-
496
-
-
84886166192
-
Bond prices at default and at emergence from bankrupty for US corporate issuers
-
June, Special comment, Moody's
-
Varma, P. and Cantor, R. (2005, June). Bond prices at default and at emergence from bankrupty for US corporate issuers. Special comment, Moody's.
-
(2005)
-
-
Varma, P.1
Cantor, R.2
-
497
-
-
11944265689
-
Limiting loan loss probability distribution
-
Technical report, KMV Corporation
-
Vasicek, O. (1991). Limiting loan loss probability distribution. Technical report, KMV Corporation.
-
(1991)
-
-
Vasicek, O.1
-
498
-
-
0042141041
-
Credit valuation
-
October
-
Vasicek, O. (1997, October). Credit valuation. Net Exposure.
-
(1997)
Net Exposure
-
-
Vasicek, O.1
-
499
-
-
23744491457
-
Loan portfolio value
-
December
-
Vasicek, O. (2002, December). Loan portfolio value. Risk, 15(12), 160-162.
-
(2002)
Risk
, vol.15
, Issue.12
, pp. 160-162
-
-
Vasicek, O.1
-
500
-
-
84874667105
-
Annual global corporate default study and rating transitions
-
January, Technical report, Standard & Poor's, Global Fixed Income Research
-
Vazza, D., Aurora, D., and Schneck, R. (2006, January). Annual global corporate default study and rating transitions. Technical report, Standard & Poor's, Global Fixed Income Research.
-
(2006)
-
-
Vazza, D.1
Aurora, D.2
Schneck, R.3
-
501
-
-
84974730692
-
Knowledge discovery using Least Squares Support Vector Machine classifiers: a direct marketing case
-
J. Zighed, D.A. Komorowski, and J. Zytkow), Springer Heidelberg / Berlin, Volume 1910
-
Viaene, S., Baesens, B., Van Gestel, T.,Suykens, J.A.K., Van den Poel, D., Vanthienen, J., De Moor, B., and Dedene, G. (2000). Knowledge discovery using Least Squares Support Vector Machine classifiers: a direct marketing case. In Lecture notes in artificial intelligence (Proc. PKDD 2000) (ed. J. Zighed, D.A. Komorowski, and J. Zytkow), Springer Heidelberg / Berlin, Volume 1910,pp. 880-892.
-
(2000)
Lecture notes in artificial intelligence (Proc. PKDD 2000
, pp. 880-892
-
-
Viaene, S.1
Baesens, B.2
Van Gestel, T.3
Suykens, J.A.K.4
Van den Poel, D.5
Vanthienen, J.6
De Moor, B.7
Dedene, G.8
-
502
-
-
0035449520
-
Knowledge discovery in a direct marketing case using Least Squares Support Vector Machines
-
Viaene, S., Baesens, B., Van Gestel, T., Suykens, J.A.K., Van den Poel, D., Vanthienen, J., De Moor, B., and Dedene, G. (2001). Knowledge discovery in a direct marketing case using Least Squares Support Vector Machines. International Journal of Intelligent Systems, 16(9), 1023-1036.
-
(2001)
International Journal of Intelligent Systems
, vol.16
, Issue.9
, pp. 1023-1036
-
-
Viaene, S.1
Baesens, B.2
Van Gestel, T.3
Suykens, J.A.K.4
Van den Poel, D.5
Vanthienen, J.6
De Moor, B.7
Dedene, G.8
-
503
-
-
1842451173
-
A comparison of state-of-the-art classification techniques for expert automobile insurance fraud detection
-
Viaene, S., Derrig, R., Baesens, B., and Dedene, G. (2002). A comparison of state-of-the-art classification techniques for expert automobile insurance fraud detection. Journal of Risk and Insurance, 69(3), 433-443.
-
(2002)
Journal of Risk and Insurance
, vol.69
, Issue.3
, pp. 433-443
-
-
Viaene, S.1
Derrig, R.2
Baesens, B.3
Dedene, G.4
-
505
-
-
0040240267
-
Impact of the 1988 Basel Accord on International Banks
-
Wagster, J.D. (1996). Impact of the 1988 Basel Accord on International Banks. Journal of Finance, 51(4), 1321-1346.
-
(1996)
Journal of Finance
, vol.51
, Issue.4
, pp. 1321-1346
-
-
Wagster, J.D.1
-
507
-
-
84919653033
-
Practical application of the riskadjusted return on capital framework
-
Summer, Dynamic financial analysis discussion papers, CAS Forum
-
L.S. and Lee, D.H. (2002, Summer). Practical application of the riskadjusted return on capital framework. Dynamic financial analysis discussion papers, CAS Forum.
-
(2002)
-
-
L.S.1
Lee, D.H.2
-
509
-
-
0034406343
-
Why do banks disappear? The determinants of US bank failures and acquisitions
-
Wheelock, D.C. and Wilson, P.W. (2000). Why do banks disappear? The determinants of US bank failures and acquisitions. Review of Economics and Statistics, 82(1), 127-138.
-
(2000)
Review of Economics and Statistics
, vol.82
, Issue.1
, pp. 127-138
-
-
Wheelock, D.C.1
Wilson, P.W.2
-
511
-
-
2442427020
-
The credit rating industry: An industrial organization analysis
-
R. Levich, C. Reinhart, and G. Majnoni), Kluwer, Boston
-
White, L.J. (2002). The credit rating industry: An industrial organization analysis. In Ratings, rating agencies and the global financial system (ed. R. Levich, C. Reinhart, and G. Majnoni), Kluwer, Boston.
-
(2002)
Ratings, rating agencies and the global financial system
-
-
White, L.J.1
-
512
-
-
84974012809
-
A note on the comparison of logit and discriminant models of consumer credit behaviour
-
Wiginton, J.C. (1980). A note on the comparison of logit and discriminant models of consumer credit behaviour. Journal of Financial and Quantitative Analysis, 15, 757-770.
-
(1980)
Journal of Financial and Quantitative Analysis
, vol.15
, pp. 757-770
-
-
Wiginton, J.C.1
-
513
-
-
0001552124
-
A simple theory of financial ratios as predictors of failure
-
Wilcox, J.W. (1971). A simple theory of financial ratios as predictors of failure. Journal of Accounting Research, vol="9"(2), 389-395.
-
(1971)
Journal of Accounting Research
, vol.9
, Issue.2
, pp. 389-395
-
-
Wilcox, J.W.1
-
514
-
-
84919693487
-
Creditrisk+
-
(2nd edn) (ed. S. Das), John Wiley & Sons, New York
-
Wilde, T. (2000). Creditrisk+. In Credit derivatives and credit linked notes (2nd edn) (ed. S. Das), John Wiley & Sons, New York, pp. 589-619.
-
(2000)
Credit derivatives and credit linked notes
, pp. 589-619
-
-
Wilde, T.1
-
515
-
-
84919651471
-
How credit scoring really works?
-
L. Thomas, J. Crook, and D. Edelman), Oxford University Press, Oxford
-
Wilkinson, G. (1992). How credit scoring really works? In Credit scoring and credit control (ed. L. Thomas, J. Crook, and D. Edelman), Oxford University Press, Oxford, pp. 141-160.
-
(1992)
Credit scoring and credit control
, pp. 141-160
-
-
Wilkinson, G.1
-
517
-
-
84909176796
-
How should we respond to the growing risks of financial conglomerates?
-
(ed. Patricia A. McCoy), Lexis Nexis, Newark, New Jersey
-
Wilmarth, A.E. (2002). How should we respond to the growing risks of financial conglomerates? In Banking law: financial modernization after Gramm-Leach-Bliley (ed. Patricia A. McCoy), Lexis Nexis, Newark, New Jersey, pp. 65-133.
-
(2002)
Banking law: financial modernization after Gramm-Leach-Bliley
, pp. 65-133
-
-
Wilmarth, A.E.1
-
518
-
-
0040744711
-
Portfolio credit risk (I)
-
September
-
Wilson, T. (1997, September). Portfolio credit risk (I). Risk, 10(9), 111-117.
-
(1997)
Risk
, vol.10
, Issue.9
, pp. 111-117
-
-
Wilson, T.1
-
519
-
-
0040744711
-
Portfolio credit risk (II)
-
October
-
Wilson, T. (1997, October). Portfolio credit risk (II). Risk, 10(10), 56-61.
-
(1997)
Risk
, vol.10
, Issue.10
, pp. 56-61
-
-
Wilson, T.1
-
520
-
-
80052037331
-
CDOs come of age
-
Wolcott, R. (2004). CDOs come of age. Risk Magazine, 24-26.
-
(2004)
Risk Magazine
, pp. 24-26
-
-
Wolcott, R.1
-
521
-
-
0001272231
-
The prediction of corporate failure: the state of the art
-
Zavgren, C. (1983). The prediction of corporate failure: the state of the art. Journal of Accounting Literature, vol="2", 1-37.
-
(1983)
Journal of Accounting Literature
, vol.2
, pp. 1-37
-
-
Zavgren, C.1
-
522
-
-
84978567741
-
Assessing the vulnerability to failure o Zavgren, C.V. (1985). Assessing the vulnerability to failure of American industrial firms
-
Zavgren, C.V. (1985). Assessing the vulnerability to failure o Zavgren, C.V. (1985). Assessing the vulnerability to failure of American industrial firms. Journal of Business, Finance and Accounting, 12(1), 19-45.
-
(1985)
Journal of Business, Finance and Accounting
, vol.12
, Issue.1
, pp. 19-45
-
-
Zavgren, C.V.1
-
523
-
-
0001272231
-
The prediction of corporate failure: the state of the art
-
Zavgren, C.Y. (1985). The prediction of corporate failure: the state of the art. Journal of Accounting Literature, 2,1-37.
-
(1985)
Journal of Accounting Literature
, vol.2
, pp. 1-37
-
-
Zavgren, C.Y.1
|