P.O. Box 242
Reading RG6 6BA
ICMA Centre - Henley Business School, University of Reading
in Total Papers Downloads
in Total Papers Citations
Liquidity Risk, Credit Risk, Market Risk, Financial Crisis, Basel III
Basel II, Internal Rating Based Approach, Credit Rating, Credit Risk
Credit risk models, Value-at-Risk
Basel II, credit rating, credit risk
Credit Risk, Financial Crisis, Stress Testing, Basel 3
Diversification, Bonds, Currency risk, Country risk, Industry risk, Maturity, Seniority, Credit Rating, Credit Spreads
CDS, Liquidity, Credit Risk, Financial Crisis, Informed trading, Trade impact
credit spreads, price discovery, volatility spillovers, credit and equity derivatives, information flow
Systemic Risk, Financial Crisis, Bank Regulation, Contingent Claim Analysis
credit spreads, price discovery, multivariate GARCH
Government Bonds, Stock-Bond Co-movements, Subprime Crisis, Sovereign Debt Crisis, Credit Risk, Liquidity Risk.
Corporate Governance, Bank Mergers, Executive Compensation, Bonus
Credit rating, Spread implied rating, Credit risk
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