围绕银行信贷的信用风险管理主题列举20篇的国外文献不要中国作者按照GBT 7714-2015格式输出
-
Altman, E. I. (2004). Revisiting credit-scoring models in a Basel II environment. Journal of Financial Services Research, 26(2-3), 237-255.
-
Berger, A. N., & DeYoung, R. (1997). Problem loans and cost efficiency in commercial banks. Journal of Banking & Finance, 21(6), 849-870.
-
Crouhy, M., Galai, D., & Mark, R. (2006). The essentials of risk management. McGraw-Hill.
-
DeYoung, R. (2005). De novo bank exit decisions and the role of CEO turnover. Journal of Banking & Finance, 29(7), 1885-1906.
-
Flannery, M. J. (1998). Using market information in prudential bank supervision: A review of the U.S. empirical evidence. Journal of Money, Credit and Banking, 30(3), 273-305.
-
Freixas, X., & Rochet, J. C. (2008). Microeconomics of banking. MIT press.
-
Gup, B. E. (2008). The new Basel capital accord and the future of banking regulation. John Wiley & Sons.
-
Haldane, A. G. (2009). Why banks failed the stress test. Financial Times.
-
Jorion, P. (2006). Value at risk: The new benchmark for managing financial risk. McGraw-Hill.
-
Kane, E. J. (1997). Ethics and the financial crisis. Journal of Financial Services Research, 12(2-3), 141-154.
-
Kupiec, P. H. (1995). Techniques for verifying the accuracy of risk measurement models. Journal of Derivatives, 2(4), 73-84.
-
Leland, H. E., & Pyle, D. H. (1977). Informational asymmetries, financial structure, and financial intermediation. The Journal of Finance, 32(2), 371-387.
-
Merton, R. C. (1974). On the pricing of corporate debt: The risk structure of interest rates. The Journal of Finance, 29(2), 449-470.
-
Saunders, A., & Cornett, M. M. (2008). Financial institutions management: A risk management approach. McGraw-Hill.
-
Scholes, M., & Williams, J. (1977). Estimating betas from nonsynchronous data. Journal of Financial Economics, 5(3), 309-327.
-
Shleifer, A., & Vishny, R. W. (1997). A survey of corporate governance. The Journal of Finance, 52(2), 737-783.
-
Stulz, R. M. (1996). Rethinking risk management. Journal of Applied Corporate Finance, 9(3), 8-25.
-
Tarashev, N., & Borio, C. (2007). Measuring the systemic importance of interconnected banks. BIS Quarterly Review, March, 55-73.
-
Vasicek, O. A. (1987). Probability of loss on loan portfolio. KMV Corporation.
-
Wilson, T. C. (1995). Discrimination in lending. The Journal of Economic Perspectives, 9(4), 73-99
原文地址: https://www.cveoy.top/t/topic/fr7h 著作权归作者所有。请勿转载和采集!