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34. Price Calibration of basket default swap: Evidence from Japanese market. (2007). Naifar, Nader ; Nader, Naifar ; Fathi, Abid.
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35. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
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36. An Assessment of Basel II Procyclicality in Mortgage Portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
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37. Basel II: Correlation Related Issues. (2007). Das, Sanjiv.
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38. Asset liquidity, debt valuation and credit risk. (2007). Cohen-Cole, Ethan.
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39. Macroeconomic Environment and Credit Risk (in English). (2007). Jakubík, Petr ; JAKUBK, Petr.
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40. Credit Risk and the Finnish Economy. (2007). Jakubík, Petr.
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41. An assessment of Basel II procyclicality in mortgage portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
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42. Are longer bankruptcies really more costly?. (2006). Covitz, Daniel M. ; Wilson, Beth Anne.
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43. Recovery Rates, Default Probabilities and the Credit Cycle. (2006). Bruche, Max ; Gonzalezaguado, Carlos .
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44. Credit Risk Models IV: Understanding and Pricing CDOs. (2006). Elizalde, Abel.
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45. Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis. (2005). cipollini, andrea ; Missaglia, Giuseppe.
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46. The Risk-Adjusted Cost of Financial Distress. (2005). PHILIPPON, Thomas ; Almeida, Heitor.
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47. Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC?. (2005). Schuermann, Til ; Weiner, Scott ; Kuritzkes, Andrew.
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48. A no-arbitrage analysis of economic determinants of the credit spread term structure. (2005). Wu, Liuren ; Zhang, Frank Xiaoling .
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49. The role of ratings in structured finance: issues and implications. (2005). Bank for International Settlements, .
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50. Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures. (2004). Trapp, Monika ; Dullmann, Klaus .
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