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Testing for rating consistency in annual default rates
Cantor, Richard; Falkenstein, Eric G. - In: The journal of fixed income 11 (2001) 2, pp. 36-51
Persistent link: https://www.econbiz.de/10001618874
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Policy implications okf the Federal Reserve study of credit risk models at major US banking institutions
Mingo, John J. - In: Journal of banking & finance 24 (2000) 1/2, pp. 15-33
Persistent link: https://www.econbiz.de/10001432942
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Industry practices in credit risk modeling and internal capital allocations : implications for a models-based regulatory capital standard ; summary of presentation
Jones, David S. - In: Economic policy review 4 (1998) 3, pp. 53-60
Persistent link: https://www.econbiz.de/10001338734
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Bank capital requirements for securitized loan pools
MacAllister, Patrick H. - In: Journal of banking & finance 20 (1996) 8, pp. 1381-1405
Persistent link: https://www.econbiz.de/10001208910
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Credit risk modeling and internal capital allocation processes : implications for a models-based regulatory bank capital standard
Jones, David S.; Mingo, John J. - In: Journal of economics & business 51 (1999) 2, pp. 79-108
Persistent link: https://www.econbiz.de/10001418211