JEL Classification D61
"Allocative Efficiency; Cost-Benefit Analysis"
These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the D61 classification. (sorted by date)
Some Observations on Improving a Bank's Share Value with Credit Portfolio Management, Credit-transfer Pricing and Stress Testing
by Jeffrey R. Bohn of Solition Financial Analytics, Tokyo, and
Roger M. Stein of Moody's Research Labs, Inc.
(414K PDF) -- 30 pages -- June 30, 2011
Is Firm Interdependence within Industries Important for Portfolio Credit Risk?
by Kenneth Carling of IFAU, Uppsala, Sweden, & Dalarna University,
Lars Rönnegård of Uppsala University, and
Kasper Roszbach of Sveriges Riksbank
(388K PDF) -- 33 pages -- January 22, 2007
Bank Lending Policy, Credit Scoring and Value at Risk
by Tor Jacobson of Sveriges Riksbank, and
Kasper Roszbach of the Stockholm School of Economics
(164K PDF) -- 19 pages -- April 2003
Bank Lending Policy, Credit Scoring and the Survival of Loans
by Kasper Roszbach of the Stockholm School of Economics
(1,031K PDF) -- 28 pages -- September 17, 1998
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