Documentos de Referência

Basle Committee on Banking Supervision

Principles for the Management of Credit Risk, November 1999
Best Practices for Credit Risk Disclosure, November 1999
Credit Risk Modelling: Current Practices and Applications, April 1999

RiskMetrics Group

CreditMetrics 

Credit Suisse First Boston

CreditRisk+

Federal Reserve Board

Credit Risk Models at Major U.S. Banking Institutions: Current State of the Art and Implications for Assessments of Capital Adequacy

Social Science Research Network Electronic Library

A Comparative Anatomy of Credit Risk Models
 

Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms
Anthony Saunders
Wiley, 1999, Hardcover

Credit Risk: Models and Management
David Shimko (Editor)
Risk Books, 1999, Hardcover

Managing Credit Risk: The Next Great Financial Challenge
John Caouette, E. Altman, P. Narayanan
Wiley, 1998, Hardcover

Internal Credit Risk Models
Michael K. Ong
Risk Books, 1999, Hardcover

An Introduction to Credit Scoring
Edward Lewis
Reprint Edition, Fair, Isaac & Co., 1994, Paperback