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Credit risk measurement: Developments over the last 20 years

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Author Info
Altman, Edward I.
Saunders, Anthony
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File URL: http://www.sciencedirect.com/science/article/B6VCY-3T857YH-B/2/81eee4a8b7614e3341899bc244b552ac
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 21 (1997)
Issue (Month): 11-12 (December)
Pages: 1721-1742
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Handle: RePEc:eee:jbfina:v:21:y:1997:i:11-12:p:1721-1742

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  1. Ji, Tingting, 2004. "Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling," MPRA Paper 3187, University Library of Munich, Germany. [Downloadable!]
  2. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, . "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
  3. Loretta J. Mester, 1997. "What's the point of credit scoring?," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-16. [Downloadable!]
  4. Erik Lehmann & Doris Neuberger, 1998. "SME Loan Pricing and Lending Relationships in Germany: A New Look," Thuenen-Series of Applied Economic Theory 18, University of Rostock, Institute of Economics, Germany. [Downloadable!]
  5. Erik Lehmann & Neuberger, Doris, 2000. "Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany," CoFE Discussion Paper 00-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    Other versions:
  6. Edward Altman & Anthony Saunders, 2000. "An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-084, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  7. Ji, Tingting, 2004. "Essays on consumer portfolio choice and credit risk," MPRA Paper 3161, University Library of Munich, Germany. [Downloadable!]
  8. Matthew T. Jones, 2005. "Estimating Markov Transition Matrices Using Proportions Data: An Application to Credit Risk," IMF Working Papers 05/219, International Monetary Fund. [Downloadable!]
  9. Degryse, H.A. & Cerqueiro, G.M. & Ongena, S., 2007. "Distance, Bank Organizational Structure and Credit," Discussion Paper 2007-018, Tilburg University, Tilburg Law and Economic Center. [Downloadable!]
  10. Nataliya Fedorenko & Dorothea Schäfer & Oleksandr Talavera, 2007. "The Effects of the Bank-Internal Ratings on the Loan Maturity," Discussion Papers of DIW Berlin 704, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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