Credit-Risk Measurement and Management: The Ironic Challenge in the Next Decade
Altman, Edward I., Caouette, John B., Narayanan, Paul
Published in Financial analysts journal (01.01.1998)
Published in Financial analysts journal (01.01.1998)
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Journal Article
Where to from Here?
Altman, Edward I, Caouette, John B, Narayanan, Paul, Nimmo, Robert
Published in The RMA Journal (01.05.2009)
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Published in The RMA Journal (01.05.2009)
Trade Publication Article
The Rating Agencies
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Default Recovery Rates and LGD in Credit Risk Modeling and Practice
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
New Markets, New Players, New Ways to Play
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Credit Risk Migration
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Classic Credit Analysis
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Credit Risk Models Based upon Accounting Data and Market Values
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Market Chaos and a Reversion to the Mean
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Structured Finance
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Testing and Implementation of Credit Risk Models
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Economic Capital and Capital Allocation
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
Counter Party Risk
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
The Portfolio Managers
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter
About the Authors
Altman, Edward I, Nimmo, Robert, Narayanan, Paul, Caouette, John B
Published in Managing Credit Risk (2011)
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Published in Managing Credit Risk (2011)
Book Chapter