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I., (1968) “Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy,” Journal of Finance, 23, pp.589-609. 2.Altman, E. I., R. Haldeman, and P. Narayanan, (1977) “ZETA Analysis: A New Model to Identity Bankruptcy Risk of Corporations,” Journal of Banking and Finance, 1, pp.64-75. 3.Altman, E. I., G. Macro, and F. Varetto, (1994) “Corporate Distress Diagnosis: Comparison Using Linear Discriminate Analysis and Neural Networks,” Journal of Banking and Finance, 18, pp.505-529. 4.Altman, E. I., and A. Saunders, (1998) “Credit Risk Measurement: Developments over the Last 20 Years,” Journal of Banking and Finance, 21, pp.1721-1742. 5.Altman E. 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C. Keenan, and R. M. Stein(2000),Benchmarking Quantitative Default Risk Models: A Validation Methodology, Moody’s Investors Service. 12.The Office of the Comptroller of the Currency(2001),Rating Credit Risk – Comptroller’s Handbook。參考網頁:http://www.occ.treas.gov/handbook/RCR.pdf. 13.Wright, David(2003),Corporate IRB Implementation: Overview from the US. Supervisory Perspective,Advanced IRB Forum, New York。參考網頁:http://www.isda.org/c_and_a/ppt/Correlation-presentation-Renault-2-14-03.ppt. |