Risque de crédit : implémentation dans un modèle ALM, allocations optimales sous Solvabilité 2, pp.7-21 ,
La gestion du risqué : Cas des dérives de crédit, pp.7-22, 2009. ,
L'essentiel des marchés financiers : Front office, post-marché et gestion des risques, pp.207-234, 2010. ,
Liquidity and Credit Default Swap Spreads, 2007. ,
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market, The journal of finance, vol.lx, issue.5, 2005. ,
The real function of bond rating agencies In The Modern Theory of Corporate Finance, pp.410-415, 1990. ,
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
Credit Ratings and Credit Risk: Is One Measure Enough?, Management Science, 2015. ,
DOI : 10.1287/mnsc.2016.2514
2012 U.S. Public Finance Defaults and Rating Transition Data: Defaults ncrease, but the sector remains stable overall, STANDARD & POOR'S, 2012. ,
Technical aspects of the management of concentration risk under the supervisory review process, PRINCIPLES ISDA Credit Derivatives Definitions Committee of European Banking Supervisors, 1999. ,
Usage et bonnes pratiques ,