Anil Bangia

Oliver, Wyman & Company, LLC.

666 Fifth Ave.

New York, NY 10103

United States

SCHOLARLY PAPERS

2

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Top 13,204

in Total Papers Downloads

3,290

CITATIONS
Rank 4,144

SSRN RANKINGS

Top 4,144

in Total Papers Citations

130

Scholarly Papers (2)

1.

Modeling Liquidity Risk with Implications for Traditional Market Risk Measurement and Management

NYU Working Paper No. FIN-99-062
Number of pages: 16 Posted: 11 Nov 2008
Oliver, Wyman & Company, LLC., University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE), Oliver Wyman and Oliver, Wyman & Company, LLC.
Downloads 1,910 (6,939)
Citation 23

Abstract:

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2.

Ratings Migration and the Business Cycle, with Application to Credit Portfolio Stress Testing

PIER Working Paper No. 01-004
Number of pages: 46 Posted: 02 May 2001
Oliver, Wyman & Company, LLC., University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and Oliver Wyman
Downloads 1,380 (11,857)
Citation 107

Abstract:

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Credit risk, stress testing, ratings migration, credit portfolio management