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2. Strengthening Financial Infrastructure. (2012). Morgan, Peter ; Lamberte, Mario.
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3. The Global Financial Crisis and its Implications for Financial Sector Reform and Regulation in Asia. (2012). Mayes, David G. ; Morgan, Peter J..
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4. The impact of Basel I capital requirements on bank behavior and the efficacy of monetary policy. (2009). Jabłecki, Juliusz ; Jablecki, Juliusz .
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5. Macro-model-based stress testing of Basel II requirements. (2008). Jokivuolle, Esa ; Vahamaa, Oskari ; Virolainen, Kimmo .
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6. Basel II and the Value of Bank Differentiation. (2007). Hege, Ulrich ; Feess, Eberhard.
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7. Optimal discretionary monetary policy in the open economy: Choosing between CPI and domestic inflation as target variables. (2004). Guender, Alfred.
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8. Banks equity stakes in borrowing firms: A corporate finance approach. (2004). Vauhkonen, Jukka .
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9. Financial contracts and contingent control rights. (2004). Vauhkonen, Jukka .
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10. The role of market discipline in handling problem banks. (2004). Mayes, David ; Llewellyn, David T..
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11. Who pays for bank insolvency?. (2004). Mayes, David.
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12. The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital. (2004). Illing, Mark ; Paulin, Graydon .
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17. Banks equity stakes in borrowing firms : A corporate finance approach. (2003). Vauhkonen, Jukka .
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18. Optimal discretionary monetary policy in the open economy : Choosing between CPI and domestic inflation as target variables. (2003). Guender, Alfred.
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1. Financial liability stress tests: an approach based on the use of a rating migration matrix. (2020). nehrebecka, natalia ; Natalia, Nehrebecka ; Klaudia, Kleszcz.
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2. Business Cycles as Collective Risk Fluctuations. (2020). Olkhov, Victor.
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3. Credit Risk Capital Estimation Under IRB Approach for Banks in India. (2018). Bajaj, Richa Verma.
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4. Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency. (2014). Pastor, José ; Fernández de Guevara, Juan ; Salvador, Carlos .
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5. Fragility of Reputation and Clustering in Risk Taking. (2008). Ordonez, Guillermo.
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6. A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model. (2008). Smith, Penelope ; Lim, Guay ; Chua, Chew.
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7. On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena .
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8. A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition. (2006). Kiefer, Nicholas ; Larson, Erik C..
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9. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
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10. Forward-looking estimation of default probabilities with Italian data. (2005). Torricelli, Costanza ; Pederzoli, Chiara ; Marotta, Giuseppe.
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11. Default Risk in Corporate Yield Spreads. (2005). Simonato, Jean-Guy ; Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais .
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12. Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models. (2005). Siu, Tak Kuen.
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13. A no-arbitrage analysis of economic determinants of the credit spread term structure. (2005). Wu, Liuren ; Zhang, Frank Xiaoling.
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14. A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk. (2005). Lucas, Andre ; Koopman, Siem Jan.
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15. Credit Risk Migration Analysis Focused on Farm Business Characteristics and Business Cycles. (2005). Katchova, Ani ; Nam, Sangjeong.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
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16. Simulation-based stress testing of banks’ regulatory capital adequacy. (2004). Jokivuolle, Esa ; Peura, Samu .
    In: Finance.
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17. Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation. (2004). Gatfaoui, Hayette ; Hayette, Gatfaoui.
    In: Finance.
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18. Is Firm Interdependence within Industries Important for Portfolio Credit Risk?. (2004). Roszbach, Kasper ; Carling, Kenneth ; Ronnegrd, Lars.
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19. On the Pricing of Step-Up Bonds in the European Telecom Sector. (2004). Lando, David ; Mortensen, Allan.
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20. Modeling Eurobond credit ratings and forecasting downgrade probability. (2004). Manzoni, Katiuscia.
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21. CREDIT SCORE MIGRATION ANALYSIS OF FARM BUSINESSES: CONDITIONING ON BUSINESS CYCLES AND MIGRATION TRENDS. (2004). Katchova, Ani ; Phillips, Jill.
    In: 2004 Annual meeting, August 1-4, Denver, CO.
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22. CREDIT RISK MIGRATION EXPERIENCED BY AGRICULTURAL LENDERS. (2004). Gunderson, Michael ; Ladue, Eddy ; Gloy, Brent .
    In: 2004 Annual meeting, August 1-4, Denver, CO.
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23. A survey of cyclical effects in credit risk measurement model. (2003). Saunders, Anthony ; Allen, Linda .
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24. Internal ratings, the business cycle, and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel Angel ; Lowe, Philip.
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25. Analyzing rating transitions and rating drift with continuous observations. (2002). Lando, David ; Skodeberg, Torben M..
    In: Journal of Banking & Finance.
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26. Credit risk measurement and procyclicality. (2002). Lowe, Philip.
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27. Tail Behavior of Credit Loss Distributions for General Latent Factor Models. (2001). Straetmans, Stefan ; Lucas, Andre ; Klaassen, Pieter ; Spreij, Peter.
    In: Tinbergen Institute Discussion Papers.
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28. Modelling regional interdependencies using a global error-correcting macroeconometric model. (2001). Schuermann, Til ; Pesaran, M ; Weiner, Scott M..
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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29. Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. (2001). Schuermann, Til ; Pesaran, M ; Weiner, Scott M..
    In: Cambridge Working Papers in Economics.
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30. The New Basel Capital Accord and Questions for Research. (). Schuermann, Til ; Saidenberg, Marc ; May, .
    In: Center for Financial Institutions Working Papers.
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