Similar Search Results

A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies

Altman, Edward I. - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 1-34

Persistent link: https://www.econbiz.de/10012041794

An analysis and critique of the BIS proposal on capital adequacy and ratings

Altman, Edward I.; Saunders, Anthony - In: Risk management : the state of the art, (pp. 167-186). 2002

Persistent link: https://www.econbiz.de/10001698302

Managing credit risk : the next great financial challenge

Caouette, John B.; Altman, Edward I.; Narayanan, Paul - 1998

Persistent link: https://www.econbiz.de/10000657872

The integrated pricing model for defautable loand and bonds

Onorato, Mario; Altman, Edward I. - 2003

Persistent link: https://www.econbiz.de/10001754359

ZETA analysis: a new model to identify bankruptcy risk corporations

Altman, Edward I.; Haldeman, Robert G.; Narayanan, Paul - In: Credit risk models and management, (pp. 219-247). 2004

Persistent link: https://www.econbiz.de/10002432511

Managing and measuring risk : emerging global standards and regulation after the financial crisis

Roggi, Oliviero (ed.); Altman, Edward I. (contributor) - 2013

Persistent link: https://www.econbiz.de/10009729623

Defaults and returns in the high-yield bond market : the year 2008 in review and outlook

Altman, Edward I.; Karlin, Brenda J. - In: The panic of 2008 : causes, consequences and …, (pp. 177-217). 2010

Persistent link: https://www.econbiz.de/10008810082

Managing and measuring risk : emerging global standards and regulations after the financial crisis ; keynote ideas from the International Risk Management Conferences 2008 - 2012

Roggi, Oliviero (contributor); Altman, Edward I. (contributor) - 2013

This edited volume presents the most recent achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners such as Robert Engle, 2003 Nobel Laureate in Economics, Viral Acharya, Torben Andersen, Zvi...

Persistent link: https://www.econbiz.de/10012677025

The 2016 EU-wide bank stress test : an analysis of the main methodological novelties

Resti, Andrea - In: International journal of banking, accounting and finance 7 (2016) 2, pp. 95-110

Persistent link: https://www.econbiz.de/10011688270

Supervisors as information producers : do stress tests reduce bank opaqueness?

Petrella, Giovanni; Resti, Andrea - In: Journal of banking & finance 37 (2013) 12, pp. 5406-5420

Persistent link: https://www.econbiz.de/10010343685