Testing Probability Calibrations: Application to Credit Scoring Models [325 Kb], Andreas Blöchlinger (Credit Suisse) e Markus Leippold (Federal Reserve Bank of New York & University of Zurich)

Assessing the Accuracy of Credit R.O.C. Estimates in the Presence of Macroeconomic Shocks [208 Kb], George A Christodoulakis (University of Manchester) e Stephen E. Satchell (University of Cambridge & University of London)

Modeling Rating Migrations [302 Kb], Huong Dang (University of Sydney) e Graham Partington (University of Sydney)

Rating SME Using Consolidated Information [73 Kb], Michel Dietsch (Université Robert Schuman de Strasbourg) e Etienne Marot (Caisse Nationale des Caisses d’Epargne)

Government Guarantees Behind Banks: International Evidence from the Ratings [155 Kb], Giovanni Ferri (Università di Bari) e Li-Gang Liu (Hong Kong Monetary Authority)

The Economics of Rating Watchlists: Evidence from Rating Changes [197 Kb], Christian Hirsch (Johann Wolfgang Goethe-Universität & Center for Financial Studies, Francoforte sul Meno) e Christina E. Bannier (Frankfurt School of Finance and Management)

Why Bank Ratings Split: Evidence from Fitch and Moody’s [194 Kb], Changchun Hua (Hitotsubashi University, Tokyo) e Li-Gang Liu (Hong Kong Monetary Authority)

Rating Targeting and the Confidence Levels Implicit in Bank Capital [125 Kb], Esa Jokivuolle (Bank of Finland, Helsinki) e Samu Peura (Sampo Bank)

National vs. Global Rating Agencies: Is There Complementarity under Basel II? [166 Kb], Punziana Lacitignola (Università di Bari)