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| textId | info |
|---|---|
| BCBS01 | Basel Commitee on Banking Supervision (2001), The New Basel Capital Accord, Basel, January. |
| BCBS01a | Basel Commitee on Banking Supervision (2001a), Update on the New Basel Capital Accord, Basel, 25 June. |
| BCBS01b | Basel Commitee on Banking Supervision (2001b), Progress towards completion of the new Basel Capital Accord, Basel, 13 December. |
| BluhmOverbeckWagner02 | Bluhm , C. - Overbeck , L. - Wagner , C. (2002), An Introduction to Credit Risk Modeling, Chapman e Hall, London. |
| BorioLowe01 | Borio , C. - Lowe , P. (2001), La problematica degli accantonamenti per perdite su crediti, in Rassegna trimestrale BRI, settembre. |
| BouyeDurrlemanNikeghbaliRibouletRoncalli00 | Bouye , E. - Durrleman , V. - Nikeghbali , A. - Riboulet , G. - Roncalli , T. (2000), Copulas for Finance, Crédit Lyonnais Crédit Lyonnais, Groupe de Recherche Opérationnelle, Paris, July 23. |
| CommitteeontheGlobalFinancialSystem03 | Committee on the Global Financial System (2003), Credit Risk Transfer, Bank for International Settlements, Basel, January Web Download. |
| CossinPirotte00 | Cossin , D. - Pirotte , H. (2000), Advanced Credit Risk Analysis, John Wiley & Sons, New York. |
| Das00 | Das , S. (2000), Credit Derivatives & Credit Linked Notes: Trading & Management of Credit & Default Risk, John Wiley & Sons, New York. |
| DasFreedGengKapadia04 | Das , S. - Freed , L. - Geng , G. - Kapadia , N. (2004), Correlated Default Risk, June Web Download. |
| Delaurentis01 | De Laurentis , G. (2001), Rating interni e credit risk management. L'evoluzione dei processi di affidamento bancari, Bancaria Editrice, Roma. |
| DeMarzo05 | De Marzo , P. (2005), The Pooling and Tranching of Securities: A Model of Informed Intermediation, in Review of Financial Studies, vol. 18, nr. 1, pagg. 1-35. |
| DeZordo04 | De Zordo , A. (2004), La gestione del rischio di credito. Sviluppo ed applicazione degli strumenti derivati su crediti, ALEA - Centro di ricerca sui rischi finanziari, Università di Trento, Tech Reports, Trento, nr. 19, aprile Web Download. |
| DhaeneVanduffelTangGoovaertsKaasVyncke04 | Dhaene , J. - Vanduffel , S. - Tang , Q. - Goovaerts , M. - Kaas , R. - Vyncke , D. (2004), Solvency Capital, Risk Measures and Comonotonicity: A Review, July 14 Web Download. |
| Diamond84 | Diamond , D. (1984), Financial Intermediation and Delegated Monitoring, in Review of Economic Studies, n.51, pagg. 393-414. |
| Diamond91 | Diamond , D. (1991), Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt, in Journal of Political Economy, n.4, pagg.689-721. |
| DuffieSingleton03 | Duffie , D. - Singleton , K. (2003), Credit Risk: Pricing, Management, and Measurement, Princeton University Press, Princeton. |
| EomHelwegeHuang04 | Eom , Y. - Helwege , J. - Huang , J. (2004), Structural Models of Corporate Bond Pricing: An Empirical Analysis, in Review of Financial Studies, vol. 17, pagg. 499-544. |
| EuropeanCentralBank04 | European Central Bank (2004), Credit risk transfer by EU banks: activities, risks and risk management, European Central Bank, Banking Supervision Committee, Frankfurt, May Web Download. |
| Fei01a | Fondo Europeo Investimenti (2001a), SME guarantee facility, FEI. |
| Finger02 | Finger , C. (2002), CreditGrades Technical Document, Risk Metrics Group, May. |
| FitchRatings03 | FitchRatings (2003), Global Credit Derivatives: Risk Management or Risk?, Credit Policy, Special Report, March 10 Web Download. |
| GoovaertsvandenBorreLaeven05 | Goovaerts , M. - van den Borre , E. - Laeven , R. (2005), Managing Economic and Virtual Economic Capital Within Financial Conglomerates, February 7 Web Download. |
| GregoryLaurent04 | Gregory , J. - Laurent , J. (2004), In the Core of Correlation, April Web Download. |
| 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. |