[Downloaded Papers] Risk Management

Downloaded Papers -- Default Risk
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	(1)　A Traffic Lights Approach to PD Validation 　　 ( By Dirk Tasche of Deutsche Bundesbank )
	(2)　Uses and Misuses of Measures for Credit Rating Accuracy 　　 ( By Alfred Hamerle of the University of Regensburg, Robert Rauhmeier of the University of Regensburg, and Daniel Rosch of the University of Regensburg )
	(3)　Are the probabilities right?: A First Approximation to the Lower Bound on the Number of Observations Required to Test for Default Rate Accuracy 　　 ( By Roger M. Stein of Moody's\|KMV )
	(4)　Metrics for Comparing Credit Migration Matrices 　　 ( By Yusuf Jafry, and Til Schuermann of the Federal Reserve Bank of New York )
	(5)　Evaluating Credit Risk Models Using Loss Density Forecasts 　　 ( By Hergen Frerichs of the University of Frankfurt (Main) Gunter Loffler of the University of Frankfurt (Main) )
	(6)　Methodology for Testing the Level of the EDF? Credit Measure 　　 ( By Matthew Kurbat of Moody's\|KMV, and Irina Korablev of Moody's\|KMV )
	(7)　Benchmarking Default Prediction Models: Pitfalls and Remedies in Model Validation 　　 ( By Roger M. Stein of Moody's\|KMV )
	(8)　Evaluating credit risk models: A critique and a proposal 　　 ( By Hergen Frerichs of the University of Frankfurt, and Gunter Loffler of the University of Frankfurt )
	(9)　Consultative Paper on Credit Stress-Testing 　　 ( By the Monetary Authority of Singapore )
	(10)　A Test for the Reliability of Loan Loss Provisions Reported by Commercial Bank Management and Relevance of Macro Economic Variables 　　 ( By Philip Y K Cheng of Nanyang Technological University )
	(11)　An International Survey of Stress Tests 　　 ( By Ingo Fender of the Federal Reserve Bank of New York, Michael S. Gibson of the Federal Reserve Bank of New York, and Patricia C. Mosser of the Federal Reserve Bank of New York )
	(12)　The Effects of Estimation Error on Measures of Portfolio Credit Risk 　　 ( By Gunter Loffler of the University of Frankfurt )
	(13)　Testing for Rating Consistency in Annual Default Rates 　　 ( By Richard Cantor of Moody's Investors Service, and Eric Falkenstein of Moody's\|KMV )
	(14)　Defaultable Security Valuation and Model Risk 　　 ( By Aydin Akgun of HEC, University of Lausanne )
	(15)　Testing Density Forecasts, with Applications to Risk Management 　　 ( By Jeremy Berkowitz of the University of California, Irvine )
	(16)　Benchmarking Deutsche Bundesbank's Default Risk Model, the KMVR Private Firm ModelR and Common Financial Ratios for German Corporations 　　 ( By Stefan Blochwitz of Deutsche Bundesbank, Thilo Liebig of Deutsche Bundesbank, and Mikael Nyberg of Moody's\|KMV )
	(17)　An Alternative Method for Testing Credit Risk Models 　　 ( By Iain Maclachlan of the University of Melbourne )
	(18)　From Value at Risk to Stress Testing: The Extreme Value Approach 　　 ( By Francois M. Longin of the Cergy-Pontoise Cedex )
	(19)　Validation Methodologies for Default Risk Models 　　 ( By Jorge Sobehart of Moody's \|KMV, Sean Keenan of Moody's \|KMV, and Roger Stein of Moody's \|KMV )
	(20)　Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing 　　 ( By Anil Bangia of Oliver, Wyman & Company, Francis X. Diebold of New York University, NBER and the Oliver Wyman Institute, and Til Schuermann of Oliver, Wyman & Company )
	(21)　Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues 　　 ( By the Committee on the Global Financial System of the Bank for International Settlements )
	(22)　Benchmarking Quantitative Default Risk Models: A Validation Methodology 　　 ( By Jorge R. Sobehart of Moody's \|KMV, Sean C. Keenan of Moody's \|KMV, and Roger M. Stein of Moody's \|KMV )
	(23)　Performance Measures for Credit Risk Models 　　 ( By Sean C. Keenan pf Moody's \|KMV, and Jorge R. Sobehart of Moody's \|KMV )
	(24)　A Coherent Framework for Stress-Testing 　　 ( By Jeremy Berkowitz of the Federal Reserve Board )
	(25)　Evaluating Credit Risk Models 　　 ( By Jose A. Lopez of the Federal Reserve Bank of San Francisco and Marc R. Saidenberg of the Federal Reserve Bank of New York )
	(26)　Pitfalls in Tests for Changes in Correlations 　　 ( By Brian H. Boyer of the University of Michigan, Michael S. Gibson of the Board of Governors of the Federal Reserve System, and Mico Loretan are of the Board of Governors of the Federal Reserve System )
	(27)　A Nonparametic Test for Credit Rating Refinements 　　 ( By Ross M. Miller, Miller Risk Advisors, 2255 Algonquin Road; Niskayuna, NY 12309 USA )