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The New Basel Capital Accord
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  • 2004Measurement, estimation and comparison of credit migration matrices182 cited
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  • 2010Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks132 cited
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  • 2008Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation105 cited
  • 2005Capital regulation, heterogeneous monitoring costs, and aggregate loan quality103 cited
  • 2010The Origins of the Financial Crisis101 cited
  • 2005Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities98 cited
  • 2004An optimization approach to the dynamic allocation of economic capital89 cited
  • 2003Private Actors and Public Policy: A Requiem for the New Basel Capital Accord77 cited
  • 2006Affine Models for Credit Risk Analysis70 cited
  • 2005Determining the Probability of Default and Risk-Rating Class for Loans in the Seventh Farm Credit District Portfolio

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68 cited
  • 2006DO SMALL DEPOSITORS EXIT FROM BAD BANKS? EVIDENCE FROM SMALL FINANCIAL INSTITUTIONS IN JAPAN*67 cited
  • 2006Aggregating risk capital, with an application to operational risk65 cited