[14]Eales,R and Boswort h.Severity of loss in t he event of default in small business and larger consumer loans[J].Journal of Lending &
Credit Risk Management,1998,27 (4):58-65.
[15]Hurt L and Felsovalyi A.Measuring loss on latin american defaulted bank loans,a 27year St udy of 27 Countries[J].The Journal of
Leading and Credit Risk Management,1998,81(11):41-46.
[16]Frye,J.Collateral damage detected[R].Federal Reserve Bank of Chicago,Working Paper,Emerging Issues Series,Noverber,2000:
1-14.
[17]Altman,E,B Brady,A Resti and A Sironi.The link between default and recovery rates:implications for credit risk models and
procyclicality[R].N YU Stern School Salomon Center Working Paper,2002:1-46.
[18]La Porta,Lopez-de-Silanes and Zamarripa.Related lending[J].The Quarterly Journal of Economics,2003,(1):231-268.
[19]Greg M Gupton,Roger M Stein.LossCalcTM:Moody’s model for predicting loss given default[R].A Moody’s Special Report,2002:
1-32.
[20]David T Hamilton and Lea V Carty.Debt recoveries for corporate bankruptcies [R].Moody’s Investors Service,Global Credit Research,
June,1999:1-16.
[21]武劍.內部評級法中的違約損失率LGD模型——新資本協議核心技術研究[J].國際金融研究,2005,(2):15-22.
[責任編輯 陳鳳雪]
收稿日期:2014-04-09
基金項目:國家社會科學基金青年項目(12CJY108);國家社會科學基金重點研究項目的資助(11AJL003)
作者簡介:郭蔚文(1993-),女,安徽六安人,本科,從事國際金融研究;童中文(1973-),男,安徽六安人,副教授,博士,博士后,從事金融工具、投資決策及風險管理研究。
Credit Risk Management,1998,27 (4):58-65.
[15]Hurt L and Felsovalyi A.Measuring loss on latin american defaulted bank loans,a 27year St udy of 27 Countries[J].The Journal of
Leading and Credit Risk Management,1998,81(11):41-46.
[16]Frye,J.Collateral damage detected[R].Federal Reserve Bank of Chicago,Working Paper,Emerging Issues Series,Noverber,2000:
1-14.
[17]Altman,E,B Brady,A Resti and A Sironi.The link between default and recovery rates:implications for credit risk models and
procyclicality[R].N YU Stern School Salomon Center Working Paper,2002:1-46.
[18]La Porta,Lopez-de-Silanes and Zamarripa.Related lending[J].The Quarterly Journal of Economics,2003,(1):231-268.
[19]Greg M Gupton,Roger M Stein.LossCalcTM:Moody’s model for predicting loss given default[R].A Moody’s Special Report,2002:
1-32.
[20]David T Hamilton and Lea V Carty.Debt recoveries for corporate bankruptcies [R].Moody’s Investors Service,Global Credit Research,
June,1999:1-16.
[21]武劍.內部評級法中的違約損失率LGD模型——新資本協議核心技術研究[J].國際金融研究,2005,(2):15-22.
[責任編輯 陳鳳雪]
收稿日期:2014-04-09
基金項目:國家社會科學基金青年項目(12CJY108);國家社會科學基金重點研究項目的資助(11AJL003)
作者簡介:郭蔚文(1993-),女,安徽六安人,本科,從事國際金融研究;童中文(1973-),男,安徽六安人,副教授,博士,博士后,從事金融工具、投資決策及風險管理研究。