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Browsing by Author Altman, Edward I.

Showing results 1 to 47 of 47
Issue DateTitleAuthor(s)
Nov-1999AN ANALYSIS AND CRITIQUE OF THE BIS PROPOSAL ON CAPITAL ADEQUACY AND RATINGSAltman, Edward I.; Saunders, Anthony
May-1996Business Failure Classification Models: An International SurveyAltman, Edward I.; Narayanan, Paul
Sep-1996Corporate Bond and Commercial Loan Portfolio AnalysisAltman, Edward I.
1995Corporate Credit Scoring Models: Approaches and Standards for Successful ImplementationAltman, Edward I.; Haldeman, Robert
Sep-2002CORPORATE DISTRESS PREDICTION MODELS IN A TURBULENT ECONOMIC AND BASEL II ENVIRONMENTAltman, Edward I.
Sep-2002CORPORATE DISTRESS PREDICTION MODELS IN A TURBULENT ECONOMIC AND BASEL II ENVIRONMENTAltman, Edward I.
2000Credit Ratings and the Bis Reform AgendaAltman, Edward I.; Saunders, Anthony
Feb-1998Credit Risk Measurement and Management: The Ironic Challenge in the Next DecadeAltman, Edward I.
Sep-1996Credit Risk Measurement: Developments over the Last 20 YearsAltman, Edward I.; Saunders, Anthony
1999Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001Altman, Edward I.; Cooke, Diane; Kishore, Vellore
Jan-2000Defaults & Returns on High Yield Bonds: Analysis through 1999 and Default Outlook for 2000-2002Altman, Edward I.; Hukkawala, Naeem; Kishore, Vellore
Oct-2002Defaults & Returns on High Yield Bonds: Analysis Through September 30, 2002Altman, Edward I.; Bana, Gaurav
Feb-2004Defaults and Returns in the High Yield Bond Market: The Year 2003 in Review and Market OutlookAltman, Edward I.; Fanjul, Gonzalo
1994Defaults and Returns on High Yield Bonds: Analysis through 1994Altman, Edward I.; Kishore, Vellore
Oct-2002Defaults and Returns on High Yield Bonds: Analysis Through September 30, 2002Altman, Edward I.; Bana, Gaurav
Feb-2003Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market OutlookAltman, Edward I.; Bana, Gaurav
Feb-2003Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market OutlookAltman, Edward I.; Bana, Gaurav
Feb-2003Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market OutlookAltman, Edward I.; Bana, Gaurav
1994Distress Classification of Korean FirmsAltman, Edward I.; Eom, Young Ho; Kim, Dong Won
Dec-2004Effects of rating through cycle on rating stability, rating timeliness and default predection performanceAltman, Edward I.; Rijken, Herbert A.
Mar-2005The effects of rating through the cycle on rating stability, rating timeliness and default prediction performanceAltman, Edward I.; Rijken, Herbert A.
Feb-1997The Equity Performance of Firms Emerging from BankruptcyEberhart, Allan C.; Altman, Edward I.; Aggarwal, Reena
Dec-1994Financial Distress and Restructuring ModelsChen, Yehning; Weston, J. F.; Altman, Edward I.
May-2005GLOBAL EFFECTS OF THE NEW BASEL CAPITAL ACCORD’S IMPLEMENTATION ON SMESAltman, Edward I.; Sabato, Gabriele
Dec-2003HOW RATING AGENCIES ACHIEVE RATING STABILITYAltman, Edward I.; Rijken, Herbert A.
Apr-2004How rating Agenices achieve rating stabilityAltman, Edward I.; Rijken, Herbert A.
Feb-2003An Integrated Pricing Model for Defaultable Loans and BondsOnorato, Mario; Altman, Edward I.
Feb-2003AN INTEGRATED PRICING MODEL FOR DEFAULTABLE LOANS AND BONDSAltman, Edward I.; Onorato, Mario
Feb-2004THE INVESTMENT PERFORMANCE AND MARKET SIZE OF DEFAULTED BONDS AND BANK LOANS IN 2003: OUTLOOK FOR 2004/2005Altman, Edward I.; Kumar, Rohit
Feb-2004THE INVESTMENT PERFORMANCE AND MARKET SIZE OF DEFAULTED BONDS AND BANK LOANS IN 2003: OUTLOOK FOR 2004/2005Altman, Edward I.; Kumar, Rohit
1996The Investment Performance of Defaulted Bonds for 1987-95 and Market OutlookAltman, Edward I.; Morris, Anthony C.
1994The Investment Performance of Defaulted Bonds For 1994 and 1987-1994Altman, Edward I.; Simon, Bobe E.
Sep-2003The Link between Default and Recovery RatesAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Jul-2002The Link between Default and Recovery Rates: Implications for Credit Risk Models and ProcyclicalityAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Jul-2002The Link between Default and Recovery Rates: Implications for Credit Risk Models and ProcyclicalityAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Mar-2003The Link between Default and Recovery Rates: Theory, Empirical Evidence and ImplicationsAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Mar-2003The Link between Default and Recovery Rates: Theory, Empirical Evidence and ImplicationsAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Mar-2003The Link between Default and Recovery Rates: Theory, Empirical Evidence and ImplicationsAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Mar-2003The Link between Default and Recovery Rates: Theory, Empirical Evidence and ImplicationsAltman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea
Feb-2003Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2002Altman, Edward I.; Jha, Shubin
Feb-2003Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2002Altman, Edward I.; Jha, Shubin
Feb-2003Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2002Altman, Edward I.; Jha, Shubin
Jan-2000Market Size, Investment Performance, and Expected New Supply of Defaulted Bonds & Bank Loans: 1987-1999Altman, Edward I.; Masset, Pierre
May-2002Revisiting Credit Scoring Models in a Basel 2 EnvironmentAltman, Edward I.
May-2002Revisiting Credit Scoring Models in a Basel 2 EnvironmentAltman, Edward I.
May-2002Revisiting Credit Scoring Models in a Basel 2 EnvironmentAltman, Edward I.
22-Sep-2010Sovereign Default Risk Assessment From The Bottom-UpAltman, Edward I.; Rijken, Herbert
Showing results 1 to 47 of 47