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Considerations on Developing and Validating Expected Loss (EL) Methodologies

In: Research Handbook on International Financial Regulation

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  • Gianluca Riccio

Abstract

The globalisation of financial markets has attracted much academic and policymaking commentary in recent years, especially with the growing number of banking and financial crises and the current credit crisis that has threatened the stability of the global financial system. This major Research Handbook sets out to address some of the fundamental issues in financial regulation from a comparative and international perspective and to identify some of the main research themes and approaches that combine economic, legal and institutional analysis of financial markets.

Suggested Citation

  • Gianluca Riccio, 2012. "Considerations on Developing and Validating Expected Loss (EL) Methodologies," Chapters, in: Kern Alexander & Rahul Dhumale (ed.), Research Handbook on International Financial Regulation, chapter 5, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:3748_5
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    References listed on IDEAS

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    1. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
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