1. Altman, E. (2010). The Z-Metrics™ methodology for estimating company credit ratings and default risk probabilities. RiskMetrics Group. Retrieved from June 01, 2020. https://www.fdic.gov/regulations/reform/Altman2.pdf.
2. Arellano, M. (2004). Panel data econometrics. Oxford: Oxford University Press.
3. Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The Review of Economic Studies, 58(2), 277–297.
4. Baltagi, B. H. (2005). Econometric analysis of panel data. Chichester: Wiley.
5. Bandt, O., Dumontaux, N., Martin, V., Medee, D. (2013). Stress-testing banks’ corporate credit portfolio. Debats economiques et financiers, 1. Banque de France. Retrieved from June 01, 2020. https://ideas.repec.org/p/bfr/decfin/1.html.