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Credit portfolio

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  • OCC Comptroller's Handbook: Loan Portfolio Management: https://www.occ.gov/publications-and-resources/publications/comptrollers-handbook/loan-portfolio-management/index-loan-portfolio-management.html (Readable HTML overview page).
  • BIS: Principles for the Management of Credit Risk: https://www.bis.org/bcbs/publ/d485.htm (Consultative document, publicly accessible HTML).
  • ECB: The Use of Portfolio Credit Risk Models in Central Banks: https://www.ecb.int/pub/pdf/scpwps/ecbwp685.pdf (Public PDF, confirmed not gated).
  • Brookings Institution: Financial panic and credit disruptions in the 2007-09 crisis: https://www.brookings.edu/articles/financial-panic-and-credit-disruptions-in-the-2007-09-crisis/ (Readable HTML article).

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