2023
Progress in adopting the Principles for effective risk data aggregation and risk reporting 2023
Authors: BIS, 17 pages #, #, # - Credit risk
2018
How to evaluate models: Observed vs. predicted or predicted vs. observed?
Authors: G. Pineiro, S. Perelman, J.P Guerschman, J. Paruelo, 7 pages #, #, #, # - Credit risk
2017
Stress Testing as a Catalyst for BCBS 239 – or Vice Versa?
Authors: Reinie #, #, # - Credit risk Stress Testing
IFRS9: A silent revolution in banks’s business models
Authors: Mc Kinsey, F.maggi, A. Natale, T. Pepanides, E. Risso, G. Schröck, 9 pages #
Progress in adopting the Principles for effective risk data aggregation and risk reporting 2017
Authors: BIS, 23 pages #, # - Credit risk
Stress testing macro stress testing: does it live up to expectations?
Authors: C.Borio, M. Drehmann & K. Tsatsaronis, BIS, 22 pages # - Stress Testing
A validator’s guide to model risk management
Authors: riskspan, 28 pages #, #, # - Credit risk
Neural network as challenger in classification tasks
Authors: DataQuest, 6 pages #, # - Credit risk
Five myths about variable selection
Authors: Georg Heinze, Daniela Dunkler, Transplant international, 5 pages #, #, #, #, # - Credit risk
2016
Internal default Risk Models. Alive and Kicking? 
Authors: C. Zazzara , S&P #, # - Credit risk
2015
Progress in adopting the Principles for effective risk data aggregation and risk reporting 2015
Authors: BIS, 15 pages #, #, # - Credit risk
The “Four lines of defence model” for financial institutions
Authors: I.Arndorfer, A.Minot, BIS, Utrecht university, 26 pages #, #, #
Model, model risk and running effective model management programs
Authors: Cognizant, 9 pages #, # - Credit risk
Stress testing the UK banking System: 2015 key elements
Authors: Bank of England,, 17 pages # - Stress Testing
2014
Default prediction for SME using discriminant and survival models, evidence from Polish market
Authors: A. Ptak-Chmielewska & A. Matuszyk, 13 pages #, #, #, #, #, # - Credit risk
Credit risk model for SME in the Netherlands
Authors: J.Hessel Veurink, M. Mastrogiacomo, 47 pages #, # - Credit risk
Distressed Firm and Bankruptcy prediction in an international context
Authors: Altman, Malgorzata, 47 pages - Credit risk
Stress testing model validation
Authors: Moody's #, #, # - Credit risk
How to link macro-economic scenarios to risk drivers
Authors: Moody's #, # - Stress Testing
World Championship Stress Testing
Authors: Moody's, 4 pages # - Stress Testing
Passing the stress test, PwC survey stress
Authors: PwC, 32 pages # - Stress Testing
Summary of feedback received on the stress testing Discussion paper
Authors: Bank Of England, 13 pages #, # - Stress Testing
Stress testing the UK banking system: 2014, key elements
Authors: Bank of England, 23 pages # - Stress Testing
Family-owned and non-family-owned SMEs
Authors: Nunes, 9 pages #, # - Credit risk
Stress-Testing in a Lucky Country
Authors: T. Huughes et D. Melser, Moody’s - Stress Testing
Principle for sound stress testing
Authors: Bank of England #
2013
Deposit Stress Testing
Authors: Moody’s analytics, 8 pages #, #, # - Stress Testing
A dynamic approach
Authors: EFMA - Stress Testing
A framework for stress testing the UK banking system
Authors: Bank of England, 41 pages #, # - Stress Testing
A better Beta for the H measure of classification performance
Authors: D.J Hand, C. Anagnostopolous, 12 pages #, # - Credit risk
A discretization method based on maximizing the area under receiver operating characteristic curve
Authors: by M. Kurtcephe, H. A. Güvenir, Bilkent University, 25 pages #, #, #, # - Credit risk
Stress testing and “Incorrect” Signs
Authors: Moody’s analytics, 5 pages - Stress Testing
The Real Stress Scenario Will be the next Boom
Authors: Moody’s analytics, 2 pages #, # - Stress Testing
The risks of over simplifying stress test models
Authors: American Banker - Stress Testing
2012
Determinants of SME loan default: the importance of borrow-level heterogeneity
Authors: F. McCann & T. McIndoe-Calder, 32 pages #, # - Credit risk
Tackling Risk Aggregation and Reporting
Authors: SAS and GARP, 4 pages #, # - Credit risk
Survival analysis
Authors: P.D. Allison, 12 pages #, # - Credit risk
Estimation of Probability of Defaults (PD) for Low Default Portfolios: An actuarial Approach
Authors: Nabil Iqbal, Syed Afraz Ali, 18 pages #, # - Credit risk
Complying with the new supervisory guidance on Model Risk
Authors: RMA journal, Shaheen Dil, 5 pages #
Reverse Stress testing from a Macroeconomic Viewpoint
Authors: Moody’s analytics, 14 pages #, # - Stress Testing
2011
Bâle III, Risque de liquidité et Stress Test
Authors: Christine Brocard, 2 pages #, #, # - Stress Testing
2010
Robust logistic diagnostic for the identification of high leverage points in logistic regression model
Authors: B.A Syaiba, M. Habshah, University Putra Malaysia, 9 pages #, #, # - Credit risk
Assessing the Performance of Prediction Models
Authors: E.W.Steyberg, A.J.Vickers et al, 11 pages #, #, # - Credit risk
2009
Reflections on Northern Rock
Authors: Hyun Song Shin,, 19 pages #, #
2008
The value of qualitative information in SME Risk Management
Authors: Altman, Sabato, Wilson, 40 pages #, # - Credit risk
Credit scoring with macroeconomic variables using survival analysis
Authors: T. Bellotti, J. Crook, university of Edinburgh, 28 pages #, # - Credit risk
Components of yield curve movements
Authors: R.Franlkland, E. Biffis, D. Dullaway, S. Eshun, A. Holtham, A.D. Simith, E. Varnell, T. Wilkins, 22 pages #, # - Market risk
2007
Credit scoring with macroeconomic variables using survival analysis
Authors: Tony Bellotti, Jonathan Crook, Credit Research Centre Management School and Economics, University of Edinburgh, 19 pages #, #, # - Credit risk
Modelling Credit risk for SMEs: Evidence from the US market
Authors: Altman, Sabato, 43 pages #, # - Credit risk
Portfolio Stress Testing
Authors: Moody’s analytics, 6 pages #, #, # - Stress Testing
2006
The Difference between significant and not significant is not itself statistically significant
Authors: A. Gelman, H. Stern, 4 pages # - Credit risk
The historical development of robust statistics
Authors: E. Ronchetti, 4 pages #, #
Default rates in the loan market for SMEs: Evidence from Slovakia
Authors: J.Fidrmuc, C.Hainz, A. Malesich, the William Davidson Institute, Univeristy of Michigan, 29 pages #, #, # - Credit risk
Corporate Credit Risk Modelling and the Macroeconomy
Authors: K. Carling, T.Jacobson, J. Lindé, K. Roszbach, 29 pages #, #, #
2005
Measuring the interest rate risk of Belgium regulated savings deposits
Authors: K. Maes, T. Timmermans, 15 pages #, # - Market risk
2004
A New Means of Presenting the Results of Logistic Regression
Authors: J. Smart, W. J. Sutherland, A. R. Watkinson, J. A. Gill, 3 pages # - Credit risk
2002
Oh NO! I got the Wrong Sign! What Should I do?
Authors: P. Kennedy, 18 pages #, #
2001
Are Phillips Curves Useful for Forecasting Inflation?
Authors: A. Atkeson, L.E. Ohanian, 10 pages #
Le rôle croissant des méthodes hédonistes dans l’établissement des statistiques officielles aux Etats Unis
Authors: R. Moulton, 17 pages #, #
2000
Evaluation du risque de défaillance des entreprises
Authors: Thierry Kenel, 22 pages #, #, # - Credit risk
1991
A note on a General Definition of the Coefficient of Determination
Authors: N.J.D Nagelkerke, Biometrika,, 2 pages # - Credit risk