Corporate Bond and Commercial Loan Portfolio Analysis
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Other versions of this item:
- Edward Altman, 1996. "Corporate Bond and Commercial Loan Portfolio Analysis," Center for Financial Institutions Working Papers 96-41, Wharton School Center for Financial Institutions, University of Pennsylvania.
References listed on IDEAS
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Citations
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Cited by:
- Henke, Sabine & Burghof, Hans-Peter & Rudolph, Bernd, 1998. "Credit securitization and credit derivatives: Financial instruments and the credit risk management of middle market commercial loan portfolios," CFS Working Paper Series 1998/07, Center for Financial Studies (CFS).
- Mencía, Javier, 2012.
"Assessing the risk-return trade-off in loan portfolios,"
Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1665-1677.
- Javier Mencía, 2009. "Assessing the risk-return trade-off in loans portfolios," Working Papers 0911, Banco de España.
- Jarrow, Robert A. & Turnbull, Stuart M., 2000. "The intersection of market and credit risk," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 271-299, January.
- Justin A. Sirignano & Gerry Tsoukalas & Kay Giesecke, 2016. "Large-Scale Loan Portfolio Selection," Operations Research, INFORMS, vol. 64(6), pages 1239-1255, December.
- Petr Jakubík & Petr Teplý, 2011. "The JT Index as an Indicator of Financial Stability of Corporate Sector," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 157-176.
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