Anil Bangia

Oliver, Wyman & Company, LLC.

666 Fifth Ave.

New York, NY 10103

United States

SCHOLARLY PAPERS

2

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Top 14,041

in Total Papers Downloads

3,746

SSRN CITATIONS
Rank 22,132

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Top 22,132

in Total Papers Citations

15

CROSSREF CITATIONS

25

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 - Department of Economics, Oliver Wyman and Oliver, Wyman & Company, LLC.
Downloads 2,305 (6,416)
Citation 1

Abstract:

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2.

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

Number of pages: 46 Posted: 02 May 2001
Oliver, Wyman & Company, LLC., University of Pennsylvania - Department of Economics and Oliver Wyman
Downloads 1,441 (13,873)
Citation 29

Abstract:

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