Anil Bangia

Oliver, Wyman & Company, LLC.

666 Fifth Ave.

New York, NY 10103

United States

SCHOLARLY PAPERS

2

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Top 13,049

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3,074

CITATIONS
Rank 4,182

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Top 4,182

in Total Papers Citations

129

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 1,395 (7,601)
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 - Department of Economics and Oliver Wyman
Downloads 1,306 (11,004)
Citation 107

Abstract:

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