| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A comparative analysis of current credit risk models
|
Crouhy, Michel
|
|
2000
|
24 |
1-2 |
p. 59-117
59 p.
|
artikel
|
| 2 |
A comparative anatomy of credit risk models
|
Gordy, Michael B.
|
|
2000
|
24 |
1-2 |
p. 119-149
31 p.
|
artikel
|
| 3 |
A comparative study of structural models of corporate bond yields: An exploratory investigation
|
Anderson, Ronald
|
|
2000
|
24 |
1-2 |
p. 255-269
15 p.
|
artikel
|
| 4 |
Credit risk rating systems at large US banks
|
Treacy, William F
|
|
2000
|
24 |
1-2 |
p. 167-201
35 p.
|
artikel
|
| 5 |
Default rates in the syndicated bank loan market: A mortality analysis
|
Altman, Edward I.
|
|
2000
|
24 |
1-2 |
p. 229-253
25 p.
|
artikel
|
| 6 |
Default risk in a market model
|
Lotz, Christopher
|
|
2000
|
24 |
1-2 |
p. 301-327
27 p.
|
artikel
|
| 7 |
Determination of the adequate capital for default protection under the one-factor Gaussian term structure model
|
Nakazato, Daisuke
|
|
2000
|
24 |
1-2 |
p. 329-352
24 p.
|
artikel
|
| 8 |
Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues
|
Jones, David
|
|
2000
|
24 |
1-2 |
p. 35-58
24 p.
|
artikel
|
| 9 |
Evaluating credit risk models
|
Lopez, Jose A.
|
|
2000
|
24 |
1-2 |
p. 151-165
15 p.
|
artikel
|
| 10 |
Policy implications of the Federal Reserve study of credit risk models at major US banking institutions
|
Mingo, John J
|
|
2000
|
24 |
1-2 |
p. 15-33
19 p.
|
artikel
|
| 11 |
Regulatory implications of credit risk modelling
|
Jackson, Patricia
|
|
2000
|
24 |
1-2 |
p. 1-14
14 p.
|
artikel
|
| 12 |
Stability of rating transitions
|
Nickell, Pamela
|
|
2000
|
24 |
1-2 |
p. 203-227
25 p.
|
artikel
|
| 13 |
The intersection of market and credit risk
|
Jarrow, Robert A.
|
|
2000
|
24 |
1-2 |
p. 271-299
29 p.
|
artikel
|
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