2Stulz R;Johnson H.An Analysis of Secured Debt,1985(07).
3Jokivuolle E,S Peura.Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value ratiosEuropean Financial Management,2003.
4Cossin D,Huang Z,Aunorr ND.A Framework for Collat-eral Risk DeterminationWorking PaperEuropean CentralBank Working Paper Control Senes,2003.
5Merton R C.On the Pricing of Corporate Debt: the Risk Structure of interest RateThe Journal of Finance,1974.
6Jarrow RA,Turnbull SM.Pricing derivatives on financial securities subject to credit riskThe Journal of Finance,1995.
7Jarrow RA,Lando D,Turnbull SM.A Markov model for the term structure of credit risk spreadsReview of Finance,1997.
8Cossin D,Hricko T.A structural analysis of credit risk with risky collateral:a methodology for haircut determinationEcomomic Notes,2003.