Anthony Saunders

This author does not work for the BIS.

Date BIS research papers
Jan 2003

A survey of cyclical effects in credit risk measurement model

BIS Working Papers No 126

Other authors: Linda Allen

Sep 2002

Should banks be diversified? Evidence from individual bank loan portfolios

BIS Working Papers No 118

Other authors: Iftekhar Hasan and Viral V Acharya