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 |  Winter 1998 |
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Managing credit risk with CreditMetrics and credit derivatives
by
William Lloyd, Kalpana Telikepali
more information... |
The effect of systematic credit risk on loan portfolio value-at-risk and loan pricing
by
Dr. Barry Belkin, Dr. Stephan Suchower, Dr. Lawrence R. Forest
more information... |
Syndicated bank loan recovery study
by
Robert J. Grossman, William T. Brennan, Jennifer Vento
more information... |
Uses and abuses of bond default rates
by
Stephen Kealhofer, Sherry Kwok, Wenlong Weng
more information... |
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 1.24 MB
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