| Building a credit risk valuation framework for loan instruments
|
2003 |
Aguais, Scott |
| Complexities and validation of default risk models
|
2003 |
Sobehart, J. R. |
| Credit risk embedded in over-the-counter derivatives
|
2003 |
Canabarro, Eduardo |
| Internal corporate credit portfolios: the next frontier in credit risk
|
2003 |
Buehler, Kevin |
| Applying portfolio credit risk models to retail portfolios
|
2003 |
Bucay, Nisso |
| The structuring of collateralized loan obligations: a risk perspective
|
2003 |
Plank, Manfred |
| Credit risk management for emerging markets: lessons from the Asian crisis
|
2003 |
Scott, Roman |
| Credit risk measurement: a necessary dimension of credit risk management
|
2003 |
Albhai, Shamez |
| Measuring the unexpected: events in credit risk
|
2003 |
Hingorani, Justin |
| A comparison of stochastic default rate models
|
2003 |
Finger, Christopher C. |
| Moving toward private company credit risk measurement
|
2003 |
Hingorani, Justin |
| Credit risk measurement and management: the ironic challenge in the next decade
|
2003 |
Altman, Edward I. |
| A stress test to incorporate correlation breakdown
|
2003 |
Kim, Jongwoo |
| Measuring default risk in the US high-yield bond market
|
2003 |
Altman, Edward I. |
| The changing nature of credit relationships and banking
|
2003 |
Serfaty, Paul S. |
| The forsaken side of risk management: have deterministic approaches gone too far?
|
2003 |
Payant, W. Randall |
| Neural networks for modeling volatility and market capitalization
|
2003 |
Spanjers, Jan-Joost |
| A fundamental credit model: review of preliminary test results
|
2003 |
Gerard, James |
| Worst loss forecast in counterparty exposure
|
2003 |
Lyalko, Sergey |
| Applying a risk measurement model to opportunity evaluation
|
2003 |
Gaeta, Gordian |
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