5Asamow, E., "Managing Bank Loan Portfolios for Total Retum. "Paper presented at a conference on "A New Market Equilibrium for the Credit Business," Frankfurt, Cermany, March 11,1999.
6Basle Committee on Banking Supervision, Credit Risk Modeling: Current Practice and Applications, Consultative Paper, Basle,April 1999.
7Anthony Saunders, Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, John Wiley & Sam, 1999.
8Altman, E. I., and A. Sannders, "Credit Risk Measurement:Developments over the Last Twenty Years."Journal of Banking and Finance,December 1997,pp. 1721 - 1742.
9Belkin, B., L. R. Forest, S. D. Ahuais, and S.J. Suchower, "Credit Risk Premiums in Commercial Lending (I) ", DPMG, New York, August 1998a (mimeo).
