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| textId | info |
|---|---|
| HickmanWollman02 | Hickman , A. - Wollman , J. (2002), An Evolutionary Leap in Credit Portfolio Risk Modeling, Erisk.com, New York, December 18th Web Download. |
| JacobsonLindéRoszbach04 | Jacobson , T. - Lindé , J. - Roszbach , K. (2004), Credit risk versus capital requirements under Basel II: are SME loans and retail credit really different?, Sveriges Riksbank, Working Papers Series, Stockholm, No. 162, April Web Download. |
| Martin04 | Martin , R. (2004), Credit Portfolio Modeling Handbook, Credit Suisse First Boston, The Quantitative Credit Strategist, October 29 Web Download. |
| ModyPatro96 | Mody , A. - Patro , D. (1996), Methods of Loan Guarantee Valuation and Accounting, Research Paper, World Bank. |
| OesterreichischeNationalbank04 | Oesterreichische Nationalbank (2004), Best Practices in Risk Management for Securitized Products, Oesterreichische Nationalbank, Guidelines on Credit Risk Management, Wien, December Web Download. |
| Persaud02 | Persaud , A. (2002), Where Have All the Risks Gone?, Erisk.com, Feature Articles, November 22 Web Download. |
| Schönbucher03 | Schönbucher , P. J. (2003), Credit Derivatives Pricing Models: Model, Pricing and Implementation, John Wiley & Sons, New York. |
| Schuermann04 | Schuermann , T. (2004), What Do We Know About Loss Given Default?, Federal Reserve Bank of New York, New York, February Web Download. |
| SkoglundNystrom04 | Skoglund , J. - Nystrom , K. (2004), Portfolio Credit Risk Revisited, Stockholm, March 2 Web Download. |
| Standard&Poors01 | Standard & Poor's (2001), Corporate Ratings Criteria, Standard & Poor's. |
| TrucharteArtigas04 | Trucharte Artigas , C. (2004), A Review of Credit Registers and their Use for Basel II, Bank for International Settlements, Financial Stability Institute Occasiona Papers, Basel, September Web Download. |
| WorldBank98 | World Bank (1998), World Bank Guarantees Handbook, World Bank. |