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Managing Credit Risk: A Challenge for the New Millennium
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Managing Credit Risk: A Challenge for the New Millennium (2002)Managing Credit Risk: A Challenge for the…Bank-Loan Loss Given Default (2001)Bank-Loan Loss Given DefaultDefault rates in the syndicated bank loan market: A mortality analysis (2000)Default rates in the syndicat…Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms (1999)Credit Risk Measurement: New …Credit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds (1996)Almost Everything You Wanted …Do Seniority Provisions Protect Bondholders' Investments? (1994)Do Seniority Provisions Prote…Revisiting the High-Yield Bond Market (1992)Revisiting the High-Yield Bon…Credit risk measurement (1992)Credit risk measurementCorporate financial distress : a complete guide to predicting, avoiding, and dealing with bankruptcy (1983)Measuring Corporate Bond Mortality and Performance (1989)Anatomy of Financial Distress: An Examination of Junk-Bond Issuers (1994)REGULATORY SOLVENCY PREDICTION IN PROPERTY-LIABILITY INSURANCE: RISK-BASED CAPITAL, AUDIT RATIOS, AND CASH FLOW SIMULATION (1998)Valuation of Defaultable Bonds (1998)Regulatory Solvency Prediction in Property-Liability Insurance: Risk-Based Capital, Audit Ratios, and Cash Flow Simulation (1999)The arbitrage theory of capital asset pricing (1976)An Empirical Investigation of the Arbitrage Pricing Theory (1980)Regulation of Bank Capital and Portfolio Risk (1980)AHP approach in the credit evaluation of the manufacturing firms in Turkey (2003)Market risk models for intraday data (2005)Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk (2019)Credit Risk in Private Debt Portfolios (1998)Managing Credit Risk:The Next Great Financial Challenge (1998)Regulatory implications of credit risk modelling (2000)Asymmetric information and distance: an empirical assessment of geographical credit rationing (2004)A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk (2008)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)Why Is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs (1997)Bankruptcy auctions: costs, debt recovery, and firm survival (2000)REVISITING CREDIT SCORING MODELS IN A BASEL 2 ENVIRONMENT (2002)Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature (2004)The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans (2008)Value at Risk (2000)Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)Incorporating sustainability criteria into credit risk management (2008)Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina (2001)Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence (2003)Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence (2008)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Economic Catastrophe Bonds (2008)Systemic Risk Contributions (2011)
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References

  • 1997Credit risk measurement: Developments over the last 20 years806 cited
  • 1996Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds483 cited
  • 1999Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms322 cited
  • 1992Credit risk measurement141 cited
  • 2000Default rates in the syndicated bank loan market: A mortality analysis125 cited
  • 2001Bank-Loan Loss Given Default105 cited
  • 1994Do Seniority Provisions Protect Bondholders' Investments?83 cited
  • 1992Revisiting the High-Yield Bond Market73 cited

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