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The link between default and recovery rates : effects on the procyclicality of regulatory capital ratios
Altman, Edward I.; Resti, Andrea; Sironi, Andrea - 2002
Persistent link: https://www.econbiz.de/10013431894
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A survey of cyclical effects in credit risk measurement models
Allen, Linda; Saunders, Anthony - 2003
Persistent link: https://www.econbiz.de/10013431906
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Should banks be diversified? : Evidence from individual bank loan portfolios
Acharya, Viral V.; Hasan, Iftekhar; Saunders, Anthony - 2002
Persistent link: https://www.econbiz.de/10013456907