O. Michelin, Risque de crédit : implémentation dans un modèle ALM, allocations optimales sous Solvabilité 2, pp.7-21

F. Houndonougbo, La gestion du risqué : Cas des dérives de crédit, pp.7-22, 2009.

É. Chardoillet, M. Salvat, and H. Tournyol-du-clos, L'essentiel des marchés financiers : Front office, post-marché et gestion des risques, pp.207-234, 2010.

D. Yan, Liquidity and Credit Default Swap Spreads, 2007.

L. A. , M. S. Et, and N. E. , Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market, The journal of finance, vol.lx, issue.5, 2005.

L. M. Wakeman and . Smith, The real function of bond rating agencies In The Modern Theory of Corporate Finance, pp.410-415, 1990.

R. Skridulyt? and E. Freitakas, THE MEASUREMENT OF CONCENTRATION RISK IN LOAN PORTFOLIOS, Economics & Sociology, vol.5, issue.1, pp.51-61, 2012.
DOI : 10.14254/2071-789X.2012/5-1/4

J. Hilscher and M. Wilson, Credit Ratings and Credit Risk: Is One Measure Enough?, Management Science, 2015.
DOI : 10.1287/mnsc.2016.2514

J. Gabriel and . Petek, 2012 U.S. Public Finance Defaults and Rating Transition Data: Defaults ncrease, but the sector remains stable overall, STANDARD & POOR'S, 2012.

R. Cole, C. Cumming, F. The, . Management, . Credit-risk et al., Technical aspects of the management of concentration risk under the supervisory review process, PRINCIPLES ISDA Credit Derivatives Definitions Committee of European Banking Supervisors, 1999.

S. Ingedi and . Testing, Usage et bonnes pratiques