JEL Classification E58
"Central Banks and Their Policies"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the E58 classification. (sorted by date) Measures Aimed at Enhancing the Loss Absorbency of Regulatory Capital at the Point of Non Viability
by Marianne Ojo of the University of Bremen & Oxford Brookes University
(250K PDF) -- 15 pages -- September 2010 The Merton Structural Model and IRB Compliance
by Matej Jovan of the Bank of Slovenia
(233K PDF) -- 19 pages -- 2010 A Practical Approach to Validating a PD Model
by Lydian Medema of the University of Groningen,
Ruud H. Koning of the University of Groningen, and
Robert Lensink of the University of Groningen
(207K PDF) -- 8 pages -- April 2009 An Early Warning Model for EU Banks with Detection of the Adverse Selection Effect
by Olivier Brossard of IEP Toulouse & Université Toulouse 1,
Frédéric Ducrozet of Paris Sciences Economiques & Crédit Agricole SA, and
Adrian Roche of Université Paris X & Crédit Agricole SA
(495K PDF) -- 24 pages -- April 2007 Valuation of Risky Debt: a Multi-Period Bayesian Framework
by Leonid V. Philosophov of the Moscow Committee of Bankruptcy Affairs
(317K PDF) -- 22 pages -- March 26, 2007 Assessing Credit Loss Distributions: Bayesian Multi-Period Model vs. Basel II Model
by Leonid V. Philosophov of Moscow Committee of Bankruptcy Affairs
(405K PDF) -- 25 pages -- August 9, 2004 A Framework for Collateral Risk Control Determination
by Diddier Cossin of HEC, University of Lousanne,
Zhijiang Huang of Fame and HEC, University of Lousanne,
Daniel Aunon-Nerin of Fame and HEC, University of Lousanne, and
Fernando González of the European Central Bank
(1,894K PDF) -- 48 pages -- January 2003 An International Survey of Stress Tests
by Ingo Fender of the Federal Reserve Bank of New York,
Michael S. Gibson of the Federal Reserve Bank of New York, and
Patricia C. Mosser of the Federal Reserve Bank of New York
(67K PDF) -- 6 pages -- November 2001 Credit Risk Modeling and Internal Capital Allocation Processes: Implications for a models-based regulatory bank capital standard
by David Jones of the Federal Reserve Board of Governors, and
John Mingo of the Federal Reserve Board of Governors
(175K PDF) -- 30 pages -- March 1999
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