1Range of Practice in Banks' Internal Ratings System, Model Task Force, Basel Committee, Jan. 2000. 被引量:1
2Greg M. Gupton, Roger M. Stein, LossCalc: Moody' s Model for predicting Loss Given Default, Sepecial Comment,Moody' s Investors Service, February 2002. 被引量:1
3Basel Committee, New Basel Capital Accord CP2, Jan. 2001. 被引量:1
4Basel Committee, Results of the Second Quantitative Impact Study , 5 Nov., 2001. 被引量:1
5Basel Committee, Potential Modifications to the Committee's Proposals, 5 Nov., 2001. 被引量:1
6Basel Committee, Results of Quantitative Impact Study 2.5, 25 June, 2002. 被引量:1
7Basel Committee, New Basel Capital Accord CP3, April 2003. 被引量:1
8Basel Committee, Quantitative Impact Study 3 - Overview of Global Results, 5 May, 2003. 被引量:1
9Basel Committee, Modifications to the capital treatment for expected and unexpected credit losses in the New Basel Accord, 30 Jan. 2004. 被引量:1
10Basel Committee, The Internal Ratings - Based Approach, Supporting Document the CP2 , Jan. 2001. 被引量:1