Advanced Credit Risk Analysis and Management biblio

Advanced Credit Risk Analysis and Management biblio

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时间:2019-11-29

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1、AdvancedCreditRiskAnalysisandManagement.CibyJoseph.©2013CibyJoseph.Published2013byJohnWiley&Sons,Ltd.BibliographyAllen,LindaandSaunders,Anthony(2003)‘ASurveyofCyclicalEffectsinCreditRiskMeasurementModels’,BISWorkingPapers,no126,Basel.Altman,EdwardI.,‘ManagingCreditRisk:Achallengeforthenewmillenn

2、ium’,SternSchoolofBusiness,December2001.Altman,EdwardI.,Resti,AndreaandSironi,Andrea,‘TheLinkbetweenDefaultandRecoveryRates:Effectsonthepro-cyclicalityofregulatorycapitalratios,BISWorkingPapers,Basel,July2002.Antonov,Ivo:‘Quantitativevs.JudgmentalCreditRisk-ratingSystems’,TheJournalofLending&Cre

3、ditRiskManagement,February2000.Baldoni,RobertJ.,‘RiskManagement:Journeyordestination?’CrossCurrents(AnErnst&YoungFinancialServicesIndustryquarterly)2001.Bangia,Anil,Diebold,FrancisX.andSchuermann,Til,‘RatingsMigrationandtheBusinessCycle,WithApplicationstoCreditPortfolioStressTesting’,WhartonFina

4、ncialInstitutionsCenterWorkingPapers,2000.BaselCommitteeonBankingSupervision,2010,TheNewBaselAccord(Basel,Switzerland:BankforInternationalSettlements).Bernanke,Ben(FederalReserveGovernor,USA)‘FiveQuestionsabouttheFederalReserveandMon-etaryPolicy’,SpeechdeliveredattheEconomicClubofIndiana,Indiana

5、polis,Indiana,1October2012.Bernanke,BenS.,SemiannualMonetaryPolicyReporttotheCongress–17July2012.Berrada,Tony,Gibson,RajnaandMougeot,Nicolas,‘SystematicCreditRiskandAssetPricing:Empir-icalstudyontheUSstockmarket’–basedonresearchthathasbeenpartiallysupportedbytheSwissNationalFundforScientificRese

6、arch,January2001.Borio,C.andLowe,P.,‘AssetPrices,FinancialandMonetaryStability:Exploringthenexus’,BISWorkingPapersno114,Basel,July2002.BusinessWeek,14June1999,‘BulletproofBanker’.BusinessWeek,27July2001,‘WeWantedtoBeHeldAccountable’.BusinessWeek,21August2001,‘Enron’.BusinessWeek,11January2002,‘A

7、ccountingFraudontheRise’.BusinessWeek,29June2002,‘ToExpenseorNottoExpense’.Cai,Fang,‘WasThereFrontRunningDuringtheLTCMCrisis?’InternationalFinanceDiscussionPapers(BoardofGovernorsoftheFederalReserveSystem),February2003.Carey

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