5Credit Suisse First Boston, Credit Risk +, A Credit Risk Management Framework, 1997.
6Jose A. Lopez, Marc R. Saidenberg, Evaluating Credit Risk Models, 1999.
7Gordy, Michael B, A Comparative Anatomy of Credit Risk Models, Manuskript, Conference on Credit Modeling and the Regulatory Implications, London, September 1998.
8JP Morgan (1997): Credit Metrics TM - Technical Document, New York, 1997.
9Crosbie, Peter J. (1999): Modeling Default Risk, Manuscript, KMV Corporation, January 1999.
10Basel Committee on Banking Supervision (1999a): Credit Risk Modelling: Current Practices and Applications,Manuscript, April 1999.
