1. CDO and ABS Under-Performance: A Correlation Story;M H Adelson;Journal of Fixed Income,2003
2. Modifications to the Capital Treatment for Expected and Unexpected Credit Losses;BCBS,2004
3. Systemic Credit Risk: What is the Market Telling Us ?;Bhansali;Financial Analysts Journal,2008
4. Risk Neutral versus Objective Loss Distribution and CDO Tranches Valuation;Brigo;Banca IMI,2007