DefaultRisk.com the web's biggest credit risk modeling resource.

Home Store Glossary Links Site Guide Search
JEL E58


Submit Your Paper

Post Your Résumé

For Recruiters

Fitch Quantitative Financial Research (QFR)

In Rememberance: World Trade Center (WTC)

JEL Classification E58
"Central Banks and Their Policies"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the E58 classification.     (sorted by date)

The Merton Structural Model and IRB Compliance
by Matej Jovan of the Bank of Slovenia
(239K PDF) -- 16 pages -- September 4, 2009

An Early Warning Model for EU Banks with Detection of the Adverse Selection Effect
by Olivier Brossard of IEP Toulouse & Université Toulouse 1,
Frédéric Ducrozet of Paris Sciences Economiques & Crédit Agricole SA, and
Adrian Roche of Université Paris X & Crédit Agricole SA
(495K PDF) -- 24 pages -- April 2007

Valuation of Risky Debt: a Multi-Period Bayesian Framework
by Leonid V. Philosophov of the Moscow Committee of Bankruptcy Affairs
(317K PDF) -- 22 pages -- March 26, 2007

Assessing Credit Loss Distributions: Bayesian Multi-Period Model vs. Basel II Model
by Leonid V. Philosophov of Moscow Committee of Bankruptcy Affairs
(405K PDF) -- 25 pages -- August 9, 2004

A Framework for Collateral Risk Control Determination
by Diddier Cossin of HEC, University of Lousanne,
Zhijiang Huang of Fame and HEC, University of Lousanne,
Daniel Aunon-Nerin of Fame and HEC, University of Lousanne, and
Fernando González of the European Central Bank
(1,894K PDF) -- 48 pages -- January 2003

An International Survey of Stress Tests
by Ingo Fender of the Federal Reserve Bank of New York,
Michael S. Gibson of the Federal Reserve Bank of New York, and
Patricia C. Mosser of the Federal Reserve Bank of New York
(67K PDF) -- 6 pages -- November 2001

[Home] [JEL Classification]

Support DefaultRisk.com by shopping at Amazon.com

 

 

Home ]

Please contact me with problems or suggestions.
Copyright © 2000-2009 DefaultRisk.com
Last modified: July 18, 2009