Implementing Basel II in Retail Banking: a Simple Statistical Approach, Alexander Adam (BNP Paribas), Antoine Chouillou (BNP Paribas) e Olivier Scaillet (HEC Genève and FAME)

Understanding Default Risk Through Nonparametric Intensity Estimation, Fabien Couderc (FAME e University of Geneva)

An Analysis of the Determinants of Credit Default Swap Spreads Using Merton's Model, Antonio Di Cesare (Banca d'Italia) e Giovanni Guazzarotti (Banca d'Italia)

Measuring Business Sector Concentration by an Extended Binomial Expansion Technique, Klaus Düllmann (Deutsche Bundesbank)

Using Survival Time Analysis to Predict Bank Failure, Evgenia Glogova (Oesterreichische Nationalbank), Michael Halling (University of Vienna), Evelyn Hayden (Oesterreichische Nationalbank) e Andreas Höger (Oesterreichische Nationalbank)

Recovery Rates of Bank Loans: Empirical Evidence for Germany, Jens Grunert (University of Mannheim) e Martin Weber (University of Mannheim e Centre for Economic Policy Research, London)

Assessing and Analysing Risks in the Banking Sector, Matejka Kavcic (Bank of Slovenia)

A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk, Siem Jan Koopman (Vrije Universiteit Amsterdam e Tinbergen Institute Amsterdam), André Lucas (Vrije Universiteit Amsterdam e Tinbergen Institute Amsterdam) e Robert Daniels (De Nederlandsche Bank)

Credit Derivatives: Capital Requirements and Strategic Contracting, Antonio Nicolò (Università di Padova) e Loriana Pelizzon (Università di Venezia)

Regulatory Treatment of Counterparty Credit Risk - What Has Been Done and What It Is Still to Be Done. A Pratictioner's View, Mauro Renzetti (MPS FINANCE Banca Mobiliare SpA)

A Multi-Factor Approach for Systematic Default and Recovery Risk, Daniel Rösch (University of Regensburg) e Harald Scheule (The University of Melburne)

Default Probabilities and Asset Correlation in Structured and Corporate Portfolios, Astrid Van Landschoot (Standard & Poor's)