| A risk-factor model foundation for ratings-based bank capital rules MB Gordy Journal of Financial Intermediation 12 (3), 199-232, 2003 | 1451 | 2003 |
| A comparative anatomy of credit risk models MB Gordy Journal of Banking & Finance 24 (1), 119-149, 2000 | 1346 | 2000 |
| Procyclicality in Basel II: Can we treat the disease without killing the patient? MB Gordy, B Howells Journal of Financial Intermediation 15 (3), 395-417, 2006 | 628 | 2006 |
| Nested simulation in portfolio risk measurement MB Gordy, S Juneja Management Science 56 (10), 1833-1848, 2010 | 253 | 2010 |
| Saddlepoint approximation of CreditRisk+ MB Gordy Journal of Banking & Finance 26 (7), 1335-1353, 2002 | 191* | 2002 |
| Granularity Adjustment for Regulatory Capital Assessment MB Gordy, E Lutkebohmert International Journal of Central Banking 9 (3), 38-77, 2013 | 178* | 2013 |
| Switching costs and adverse selection in the market for credit cards: New evidence PS Calem, MB Gordy, LJ Mester Journal of Banking & Finance 30 (6), 1653-1685, 2006 | 177 | 2006 |
| Small-Sample Estimation of Models of Portfolio Credit Risk MB Gordy, E Heitfield Recent Advances in Financial Engineering: Proceedings of the Kier-Tmu …, 2010 | 153* | 2010 |
| The bank as grim reaper: debt composition and recoveries on defaulted debt M Carey, M Gordy Third International Conference on Credit and Operational Risks, HEC Montreal, 2007 | 118* | 2007 |
| Computationally convenient distributional assumptions for common-value auctions MB Gordy Computational Economics 12 (1), 61-78, 1998 | 105 | 1998 |
| Counterparty risk and counterparty choice in the credit default swap market W Du, S Gadgil, MB Gordy, C Vega | 104* | 2017 |
| Granularity adjustment in portfolio credit risk measurement M Gordy Risk Measures for the 21st Century. John Wiley & Sons, 2004 | 84 | 2004 |
| Systematic risk in recoveries on defaulted debt M Carey, M Gordy mimeo, Federal Reserve Board, Washington, 2003 | 70 | 2003 |
| A generalization of generalized beta distributions MB Gordy, Board of Governors of the Federal Reserve System (US) Division of Research and Statistics, Division of Monetary Affairs, Federal …, 1998 | 68 | 1998 |
| Hedging winner's curse with multiple bids: evidence from the Portuguese treasury bill auction MB Gordy Review of Economics and Statistics 81 (3), 448-465, 1999 | 67 | 1999 |
| Credit portfolio risk: Random tranches M Gordy, D Jones RISK-LONDON-RISK MAGAZINE LIMITED- 16 (3), 78-83, 2003 | 59* | 2003 |
| Credit VaR and risk-bucket capital rules: A reconciliation MB Gordy Proceedings of the 36th Annual Conference on Bank Structure and Competition …, 2000 | 52 | 2000 |
| A note on Turán type and mean inequalities for the Kummer function RW Barnard, MB Gordy, KC Richards Journal of Mathematical Analysis and Applications 349 (1), 259-263, 2009 | 51 | 2009 |
| Granularity adjustment for mark-to-market credit risk models MB Gordy, J Marrone Journal of Banking & Finance 36 (7), 1896-1910, 2012 | 43 | 2012 |
| Constant proportion debt obligations: A postmortem analysis of rating models MB Gordy, S Willemann Management Science 58 (3), 476-492, 2012 | 36 | 2012 |
Sandeep JunejaTata Institute of Fundamental ResearchПотвърден имейл адрес: tifr.res.in
