1. Determinants of small business default / Sumit Agarwal, Souphala Chomsisengphet and Chunlin Liu
2. Validation of stress testing models / Joseph L. Breeden
3. validity of credit risk model validation methods / George Christodoulakis and Stephen Satchell
4. moments-based procedure for evaluating risk forecasting models / Kevin Dowd
5. Measuring concentration risk in credit portfolios / Klaus Duellmann
6. simple method for regulators to cross-check operational risk loss models for banks / Wayne Holland and ManMohan S. Sodhi
7. Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems / Vichett Oung
8. Analytic models of the ROC curve: Applications to credit rating model validation / Stephen Satchell and Wei Xia
9. validation of the equity portfolio risk models / Stephen Satchell
10. Dynamic risk analysis and risk mod el evaluation / Gunter Schwarz and Christoph Kessler
11. Validation of internal rating systems and PD estimates / Dirk Tasche.
