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Content
November 2002, Volume 26, Issue 11
October 2002, Volume 26, Issue 10
- 1935-1949 Conflict of interest in commercial bank security underwritings: Canadian evidence
by Hebb, Gregory M. & Fraser, Donald R.
- 1951-1972 Explaining exchange rate risk in world stock markets: A panel approach
by Patro, Dilip K. & Wald, John K. & Wu, Yangru
- 1973-1996 Boards of directors, ownership, and regulation
by Booth, James R. & Cornett, Marcia Millon & Tehranian, Hassan
- 1997-2016 How do UK financial institutions really price their banking products?
by Heffernan, Shelagh A.
- 2017-2045 Information sharing, lending and defaults: Cross-country evidence
by Jappelli, Tullio & Pagano, Marco
- 2047-2064 The effects of the introduction of the euro on the volatility of European stock markets
by Morana, Claudio & Beltratti, Andrea
September 2002, Volume 26, Issue 9
- 1697-1718 Managing ethical risk: How investing in ethics adds value
by Chami, Ralph & Cosimano, Thomas F. & Fullenkamp, Connel
- 1719-1766 On trust as a commodity and on the grammar of trust
by Khan, M. Ali
- 1767-1783 Trustworthiness and self-interest
by Hausman, Daniel M.
- 1785-1809 Trust and efficiency
by Chami, Ralph & Fullenkamp, Connel
- 1811-1820 Is a moral disposition rewarded?
by Grossman, Herschel I. & Kim, Minseong
- 1821-1835 Business ethics and organizational architecture
by Brickley, James A. & Smith Jr., Clifford W. & Zimmerman, Jerold L.
- 1837-1852 Contractors as stakeholders: Reconciling stakeholder theory with the nexus-of-contracts firm
by Boatright, John R.
- 1853-1865 Ties that bind in business ethics: Social contracts and why they matter
by Donaldson, Thomas & Dunfee, Thomas W.
- 1867-1888 The securities industry and the law
by Bear, Larry Alan & Maldonado-Bear, Rita
- 1889-1918 "Grand" corruption and the ethics of global business
by Rose-Ackerman, Susan
- 1919-1933 Using deferred compensation to strengthen the ethics of financial regulation
by Kane, Edward J.
August 2002, Volume 26, Issue 8
- 1563-1591 Investigating the cost performance of UK credit unions using radial and non-radial efficiency measures
by McKillop, D. G. & Glass, J. C. & Ferguson, C.
- 1593-1613 Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data
by Dawkins, Mark C.
- 1615-1643 The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading
by Philipp Kellerhals, B. & Schobel, Rainer
- 1645-1673 Global and local information asymmetries, illiquidity and SEC Rule 144A/Regulation S: The case of Indian GDRs
by Michael Pinegar, J. & Ravichandran, R.
- 1675-1696 A conditional multifactor analysis of return momentum
by Wu, Xueping
July 2002, Volume 26, Issue 7
- 1247-1251 No more VaR (this is not a typo)
by Szego, Giorgio P.
- 1253-1272 Measures of risk
by Szego, Giorgio
- 1273-1296 The emperor has no clothes: Limits to risk modelling
by Danielsson, Jon
- 1297-1316 Pure jump Levy processes for asset price modelling
by Geman, Helyette
- 1317-1334 VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
by Frey, Rudiger & McNeil, Alexander J.
- 1335-1353 Saddlepoint approximation of CreditRisk+
by Gordy, Michael B.
- 1355-1382 Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
by Consigli, Giorgio
- 1383-1406 The estimation of transition matrices for sovereign credit ratings
by Hu, Yen-Ting & Kiesel, Rudiger & Perraudin, William
- 1407-1425 Incentives for effective risk management
by Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G.
- 1427-1441 Subordinated debt, market discipline, and banks' risk taking
by Blum, Jurg M.
- 1443-1471 Conditional value-at-risk for general loss distributions
by Rockafellar, R. Tyrrell & Uryasev, Stanislav
- 1473-1486 Putting order in risk measures
by Frittelli, Marco & Rosazza Gianin, Emanuela
- 1487-1503 On the coherence of expected shortfall
by Acerbi, Carlo & Tasche, Dirk
- 1505-1518 Spectral measures of risk: A coherent representation of subjective risk aversion
by Acerbi, Carlo
- 1519-1533 Expected shortfall and beyond
by Tasche, Dirk
- 1535-1561 CVaR models with selective hedging for international asset allocation
by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
June 2002, Volume 26, Issue 6
- 1093-1097 Rational infinitely lived asset prices must be non-stationary
by Roll, Richard
- 1099-1111 Visibility of the compass rose in financial asset returns: A quantitative study
by Wang, Huaiqing & Wang, Chen
- 1113-1141 Stock market linkages: Evidence from Latin America
by Chen, Gong-meng & Firth, Michael & Meng Rui, Oliver
- 1143-1163 Pay at the executive suite: How do US banks compensate their top management teams?
by Ang, James & Lauterbach, Beni & Schreiber, Ben Z.
- 1165-1179 The Canadian treasury bill auction and the term structure of interest rates
by Godbout, Lise & Storer, Paul & Zimmermann, Christian
- 1181-1197 The relations among asset risk, product risk, and capital in the life insurance industry
by Baranoff, Etti G. & Sager, Thomas W.
- 1199-1228 Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
by Ioffe, Ioulia D.
- 1229-1244 Dispersion measures as immunization risk measures
by Balbas, Alejandro & Ibanez, Alfredo & Lopez, Susana
May 2002, Volume 26, Issue 5
- 819-823 Introduction: Banks and systemic risk
by Jackson, Patricia & Perraudin, William R. M.
- 825-855 Costs of banking system instability: Some empirical evidence
by Hoggarth, Glenn & Reis, Ricardo & Saporta, Victoria
- 857-860 Comment on "Costs of banking system instability: Some empirical evidence"
by Honohan, Patrick
- 861-880 Systemic risk and financial consolidation: Are they related?
by De Nicolo, Gianni & Kwast, Myron L.
- 881-904 The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future
by Concetta Chiuri, Maria & Ferri, Giovanni & Majnoni, Giovanni
- 905-907 Comments on "The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future"
by Saunders, Anthony
- 909-921 Credit ratings and the BIS capital adequacy reform agenda
by Altman, Edward I. & Bharath, Sreedhar T. & Saunders, Anthony
- 923-928 Comments on "Credit ratings and the BIS capital adequacy reform agenda"
by Bliss, Robert
- 929-951 A guide to choosing absolute bank capital requirements
by Carey, Mark
- 953-976 Regulatory and "economic" solvency standards for internationally active banks
by Jackson, Patricia & Perraudin, William & Saporta, Victoria
- 977-987 Market discipline and financial stability
by Crockett, Andrew
- 989-1009 Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings
by Evanoff, Douglas D. & Wall, Larry D.
- 1011-1028 How good is the market at assessing bank fragility? A horse race between different indicators
by Bongini, Paola & Laeven, Luc & Majnoni, Giovanni
- 1029-1031 Comments on "How good is the market at assessing bank fragility? A horse race between different indicators"
by Shin, Hyun Song
- 1033-1057 Information about bank risk in options prices
by Swidler, Steve & Wilcox, James A.
- 1059-1064 Comments on "Information about bank risk in options prices"
by Crouhy, Michel
- 1065-1091 Strengthening banks' market discipline and leveling the playing field: Are the two compatible?
by Sironi, Andrea
April 2002, Volume 26, Issue 4
- 621-649 The performance of privatized firms in the Czech Republic
by Harper, Joel T.
- 651-669 Regulatory learning in failed thrift auctions
by Gupta, Atul & Misra, Lalatendu
- 671-688 The significance of sell-off profitability in explaining the market reaction to divestiture announcements
by Clubb, Colin & Stouraitis, Aris
- 689-718 Debt underwriting by commercial bank-affiliated firms and investment banks: More evidence
by Roten, Ivan C. & Mullineaux, Donald J.
- 719-766 Technical, scale and allocative efficiencies of Turkish banking industry
by Isik, Ihsan & Hassan, M. Kabir
- 767-793 Bond underwriting by banks and conflicts of interest: Evidence from Japan during the pre-war period
by Konishi, Masaru
- 795-818 The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange
by Taylor, Nicholas
March 2002, Volume 26, Issue 2-3
- 205-221 Risk management in the global economy: A review essay
by Hunter, William C. & Smith, Stephen D.
- 223-242 Measuring off-balance-sheet leverage
by Breuer, Peter
- 243-269 Risk management and the credit risk premium
by Adam, Tim Rene
- 271-295 Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage
by Rogers, Daniel A.
- 297-301 Value and risk
by MacMinn, Richard D.
- 303-322 The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
by Dietsch, Michel & Petey, Joel
- 323-345 GARCH vs. stochastic volatility: Option pricing and risk management
by Lehar, Alfred & Scheicher, Martin & Schittenkopf, Christian
- 347-374 Modeling correlated market and credit risk in fixed income portfolios
by Barnhill Jr., Theodore M. & Maxwell, William F.
- 375-380 Innovations in testing the stability of risk measures over time and across models
by Vlaar, Peter J. G.
- 381-422 Testing the stability of implied probability density functions
by Bliss, Robert R. & Panigirtzoglou, Nikolaos
- 423-444 Analyzing rating transitions and rating drift with continuous observations
by Lando, David & Skodeberg, Torben M.
- 445-474 Ratings migration and the business cycle, with application to credit portfolio stress testing
by Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til
- 475-489 Trade, credit and systemic fragility
by Bryant, John
- 491-517 Optimal capacity in the banking sector and economic growth
by Amable, Bruno & Chatelain, Jean-Bernard & De Bandt, Olivier
- 519-546 Sovereign liquidity crises: Analytics and implications for public policy
by Chui, Michael & Gai, Prasanna & Haldane, Andrew G.
- 547-555 Financial crises and coordination failure: A comment
by Marshall, David A.
- 557-583 Can insurers pay for the "big one"? Measuring the capacity of the insurance market to respond to catastrophic losses
by Cummins, J. David & Doherty, Neil & Lo, Anita
- 585-596 The allocation of catastrophe risk
by Niehaus, Greg
- 597-620 Labor income and risky assets under market incompleteness: Evidence from Italian data
by Grande, Giuseppe & Ventura, Luigi
January 2002, Volume 26, Issue 1
- 1-23 Bank capital regulation as an incentive mechanism: Implications for portfolio choice
by Milne, Alistair
- 25-49 Managerial compensation contract and bank bailout policy
by Osano, Hiroshi
- 51-78 The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence
by Lee, Bong-Soo & Rui, Oliver M.
- 79-98 An examination of cost structure and production performance of commercial banks in Singapore
by Rezvanian, Rasoul & Mehdian, Seyed
- 99-126 The performance of Italian equity funds
by Cesari, Riccardo & Panetta, Fabio
- 127-152 Trends in relationship lending and factors affecting relationship lending efficiency
by Stanton, Kenneth R.
- 153-177 Rational expectations, analysts' forecasts of earnings and sources of value gains for takeover targets
by Sudarsanam, Sudi & Salami, Ayo & Alexandrou, George
- 179-199 Bounds tests of the theory of purchasing power parity
by Coe, Patrick J. & Serletis, Apostolos
- 201-202 Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" [Journal of Banking and Finance 25, no. 9, pp. 1635-1664]
by Lucas, Andre & Klaassens, Pieter & Spreij, Peter & Straetmans, Stefan
- 203-203 Erratum to "Money and credit in liquidity provision" [Journal of Banking and Finance 25, no. 11, pp. 2041-2067]
by Wang, Yong & Zhou, Hanquing
December 2001, Volume 25, Issue 12
- 2127-2167 The ability of banks to lend to informationally opaque small businesses
by Berger, Allen N. & Klapper, Leora F. & Udell, Gregory F.
- 2169-2208 Are scale economies in banking elusive or illusive?: Evidence obtained by incorporating capital structure and risk-taking into models of bank production
by Hughes, Joseph P. & Mester, Loretta J. & Moon, Choon-Geol
- 2209-2237 The changing structure of local credit markets: Are small businesses special?
by Bonaccorsi di Patti, Emilia & Gobbi, Giorgio
- 2239-2276 Do banks have a future?: A study on banking and finance as we move into the third millennium
by Bossone, Biagio
- 2277-2304 Can mergers ensure the survival of credit unions in the third millennium?
by Ralston, Deborah & Wright, April & Garden, Kaylee
- 2305-2337 The patterns of cross-border bank mergers and shareholdings in OECD countries
by Focarelli, Dario & Pozzolo, Alberto Franco
- 2339-2366 Are expansions cost effective for stock exchanges? A global perspective
by Hasan, Iftekhar & Malkamaki, Markku
- 2367-2392 Mixing and matching: Prospective financial sector mergers and market valuation
by Estrella, Arturo
November 2001, Volume 25, Issue 11
- 1957-1987 Reading PIBOR futures options smiles: The 1997 snap election
by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael
- 1989-2014 Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach
by Duan, Jin-Chuan & Zhang, Hua
- 2015-2040 The term structure of credit spreads with jump risk
by Zhou, Chunsheng
- 2041-2067 Money and credit in liquidity provision
by Wang, Yong & Zhou, Hanqing
- 2069-2087 The link between bank monitoring and corporate dividend policy: The case of dividend omissions
by Low, Soo-Wah & Glorfeld, Louis & Hearth, Douglas & Rimbey, James N.
- 2089-2101 Interest rate and liquidity risk management and the European money supply process
by Mitusch, Kay & Nautz, Dieter
- 2103-2123 "Clicks and bricks":: e-Risk Management for banks in the age of the Internet
by Pennathur, Anita K.
October 2001, Volume 25, Issue 10
- 1805-1827 Returns synchronization and daily correlation dynamics between international stock markets
by Martens, Martin & Poon, Ser-Huang
- 1829-1855 Index arbitrage with heterogeneous investors: A smooth transition error correction analysis
by Tse, Yiuman
- 1857-1895 An empirical analysis of incremental capital structure decisions under managerial entrenchment
by de Jong, Abe & Veld, Chris
- 1897-1919 Investor heterogeneity, market segmentation, leverage and the equity premium puzzle
by Shahid Ebrahim, M. & Mathur, Ike
- 1921-1939 Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina
by Merrick Jr., John J.
- 1941-1956 A note on information seasonality and the disappearance of the weekend effect in the UK stock market
by Steeley, James M.
September 2001, Volume 25, Issue 9
- 1607-1634 Efficiency in index options markets and trading in stock baskets
by Ackert, Lucy F. & Tian, Yisong S.
- 1635-1664 An analytic approach to credit risk of large corporate bond and loan portfolios
by Lucas, Andre & Klaassen, Pieter & Spreij, Peter & Straetmans, Stefan
- 1665-1679 Modelling S&P 100 volatility: The information content of stock returns
by Blair, Bevan J. & Poon, Ser-Huang & Taylor, Stephen J.
- 1681-1686 Investor tax rationality and the relationship between dividend yields and equity returns: An explanatory note
by Dempsey, Mike
- 1687-1716 Foreign and domestic investors and tax induced ex-dividend day trading
by Liljeblom, Eva & Loflund, Anders & Hedvall, Kaj
- 1717-1739 The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect
by Thornton, Daniel L.
- 1741-1767 Measuring performance of international closed-end funds
by Patro, Dilip Kumar
- 1769-1788 Evolution of market uncertainty around earnings announcements
by Isakov, Dusan & Perignon, Christophe
- 1789-1804 Optimal portfolio selection in a Value-at-Risk framework
by Campbell, Rachel & Huisman, Ronald & Koedijk, Kees
August 2001, Volume 25, Issue 8
- 1401-1426 Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong
by Chan, Yue-cheong & Wei, K. C. John
- 1427-1445 Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY
by Lekkos, Ilias
- 1447-1473 Strategic choices of quality, differentiation and pricing in financial services
by Mahajan, Sandeep & Sweeney, Richard J.
- 1475-1502 Margin exceedences for European stock index futures using extreme value theory
by Cotter, John
- 1503-1541 Sensitivity analyses of anomalies in developed stock markets
by Durham, J. Benson
- 1543-1551 Do investors prefer round stock prices? Evidence from Israeli IPO auctions
by Kandel, Shmuel & Sarig, Oded & Wohl, Avi
- 1553-1571 Citicorp-Travelers Group merger: Challenging barriers between banking and insurance
by Carow, Kenneth A.
- 1573-1587 Patterns of behavior of professionally managed and independent investors
by Shapira, Zur & Venezia, Itzhak
- 1589-1603 The use of undisclosed limit orders on the Australian Stock Exchange
by Aitken, Michael J. & Berkman, Henk & Mak, Derek
July 2001, Volume 25, Issue 7
- 1209-1243 Who's minding the store? Motivating and monitoring hired managers at small, closely held commercial banks
by DeYoung, Robert & Spong, Kenneth & Sullivan, Richard J.
- 1245-1269 Using implied volatility on options to measure the relation between asset returns and variability
by Davidson, Wallace N. & Kim, Jin Kyoung & Ors, Evren & Szakmary, Andrew
- 1271-1286 Time-varying persistence in expected returns
by Priestley, Richard
- 1287-1317 Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention
by Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro
- 1319-1337 Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence
by Frino, Alex & Hill, Amelia
- 1339-1366 The impact of public information on investors
by Nofsinger, John R.
- 1367-1400 Comparable firms and the precision of equity valuations
by Eberhart, Allan C.
June 2001, Volume 25, Issue 6
- 1013-1036 Near integration, bank reluctance, and discount window borrowing
by Dutkowsky, Donald H. & McCoskey, Suzanne K.
- 1037-1057 Immunization derived from a polynomial duration vector in the Spanish bond market
by Soto, Gloria M.
- 1059-1082 Repricing and employee stock option valuation
by Corrado, Charles J. & Jordan, Bradford D. & Miller, Thomas Jr. & Stansfield, John J.
- 1083-1111 Dual class firms: Capitalization, ownership structure and recapitalization back into single class
by Amoako-Adu, Ben & Smith, Brian F.
- 1113-1138 Are cash acquisitions associated with better postcombination operating performance than stock acquisitions?
by Linn, Scott C. & Switzer, Jeannette A.
- 1139-1160 The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model
by Aggarwal, Raj & Jacques, Kevin T.
- 1161-1186 Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data
by Elyasiani, Elyas & Kocagil, Ahmet E.
- 1187-1208 Forecasting correlation among equity mutual funds
by Ahmed, Parvez
May 2001, Volume 25, Issue 5
- 829-855 Decimalization, adverse selection, and market maker rents
by Bacidore, Jeffrey M.
- 857-890 Circuit theory of banking and finance
by Bossone, Biagio
- 891-911 How does foreign entry affect domestic banking markets?
by Claessens, Stijn & Demirguc-Kunt, Asl[iota] & Huizinga, Harry
- 913-939 Productivity growth in large US commercial banks: The initial post-deregulation experience
by Mukherjee, Kankana & Ray, Subhash C. & Miller, Stephen M.
- 941-964 The determinants of cost efficiency in cooperative financial institutions: Australian evidence
by Esho, Neil
- 965-991 Intertemporal diversification in financial intermediation
by Niinimaki, J. -P.
- 993-1012 Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
by Klein, Peter & Inglis, Michael
April 2001, Volume 25, Issue 4
- 631-656 Return predictability following large price changes and information releases
by Pritamani, Mahesh & Singal, Vijay
- 657-680 Why do contagion effects vary among bank failures?
by Akhigbe, Aigbe & Madura, Jeff
- 681-716 Insider trading and managerial incentives
by Hu, Jie & Noe, Thomas H.
- 717-739 Dormancy risk and expected profits of consumer loans
by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper
- 741-765 Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies
by Cowan, Arnold R. & Sergeant, Anne M. A.
- 767-788 Yield curves and international equity returns
by Ross McCown, James
- 789-805 Capital requirements and bank behaviour: Empirical evidence for Switzerland
by Rime, Bertrand
- 807-824 Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction
by Nam, Kiseok & Pyun, Chong Soo & Avard, Stephen L.
March 2001, Volume 25, Issue 3
- 445-478 Share repurchase tender offers and bid-ask spreads
by Ahn, Hee-Joon & Cao, Charles & Choe, Hyuk
- 479-503 Price volatility, welfare, and trading hours in asset markets
by Todd Smith, R.
- 505-533 Probability of call and likelihood of the call feature in a corporate bond
by Sarkar, Sudipto
- 535-554 Efficiency of the Dojima rice futures market in Tokugawa-period Japan
by Wakita, Shigeru
- 555-572 Vagabond shoes longing to stray: Why foreign firms list in the United States
by Blass, Asher & Yafeh, Yishay
- 573-596 Did amakudari undermine the effectiveness of regulator monitoring in Japan?
by Horiuchi, Akiyoshi & Shimizu, Katsutoshi
- 597-612 A note on price noises and their correction process: Evidence from two equal-payoff government bonds
by Lauterbach, B. & Wohl, A.
- 613-630 X-efficiency in Australian banking: An empirical investigation
by Sathye, Milind
February 2001, Volume 25, Issue 2
- 271-294 What do financial intermediaries do?
by Allen, Franklin & Santomero, Anthony M.
- 295-316 The analytic pricing of asymmetric defaultable swaps
by Hubner, Georges
- 317-337 International investment in financial services
by Moshirian, Fariborz
- 339-354 A note on fair value pricing of mutual funds
by Bhargava, Rahul & Dubofsky, David A.
- 355-375 Relative informational efficiency of cash, futures, and options markets: The case of an emerging market
by Chiang, Raymond & Fong, Wai-Ming
- 377-391 Testing for long horizon UIP using PPP-based exchange rate expectations
by Berk, Jan Marc & Knot, Klaas H. W.
- 393-417 The impact of FDICIA on bank returns and risk: Evidence from the capital markets
by Akhigbe, Aigbe & Whyte, Ann Marie
- 419-430 A note on trading mechanism and securities' value: The analysis of rejects from continuous trade
by Lauterbach, Beni
- 431-444 A note on: Capital adequacy and the information content of term loans and lines of credit
by Andre, P. & Mathieu, R. & Zhang, P.
January 2001, Volume 25, Issue 1
- 1-1 Editorial
by Altman, E. L. & Sarnat, Marshall & Saunders, Tony & Szego, Giorgio
- 1-2 Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets
by Altman, Edward I.
- 3-23 Generally accepted rating principles: A primer
by Krahnen, Jan Pieter & Weber, Martin
- 25-46 An analysis and critique of the BIS proposal on capital adequacy and ratings
by Altman, Edward I. & Saunders, Anthony
- 47-95 Prototype risk rating system
by Crouhy, Michel & Galai, Dan & Mark, Robert
- 97-114 The implications of the new capital adequacy rules for portfolio management of credit assets
by Hammes, Wolfgang & Shapiro, Mark
- 115-148 The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines
by Ferri, Giovanni & Liu, Li-Gang & Majnoni, Giovanni
- 149-169 Standard & Poor's official response to the Basel Committee's proposal
by Griep, Clifford & De Stefano, Michael
- 171-185 Moody's investors service response to the consultative paper issued by the Basel Committee on Bank Supervision "A new capital adequacy framework"
by Cantor, Richard
- 187-196 A critical review of the new capital adequacy framework paper issued by the Basle Committee on Banking Supervision and its implications for the rating agency industry
by Linnell, Ian
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