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Firm credit risk in normal times and during the crisis : are banks less risky?
Raunig, Burkhard, (2015)
Forecasting lifetime credit losses : modelling considerations for complying with the new FASB and IASB current expected credit loss models
McPhail, Joseph E., (2014)
An analysis of the impact of modeling assumptions in the Current Expected Credit Loss (CEFL) framework on the provisioning for credit loss
Jacobs, Michael <Jr.>, (2019)
Yield to commission : is an OTC market model to blame for growing systemic risk?
Whalen, Christopher, (2008)
The subprime fiasco : derivatives and ratings
Whalen, Christopher, (2007)
An empirical approach to Basel II