<html><head><meta name="color-scheme" content="light dark"></head><body><pre style="word-wrap: break-word; white-space: pre-wrap;">\begin{thebibliography}{1}

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\newblock Financial ratios, discriminant analysis and the prediction of
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\newblock {\em Journal of Finance}, September 1968.

\bibitem{beav1}
Srikant~Datar Beaver, William~H. and Mark~A. Wolfson.
\newblock The role of market value accounting in the regulation of insured
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\newblock In James~R. Barth and Jr. R.~Dan~Brumbagh, editors, {\em The Reform
  of Federal Deposit Insurance}, pages 259--276. HarperCollins., 1992.

\bibitem{Falken00}
Lea V.~Carty Falkenstein, Eric~L. and A.~Boral.
\newblock Riskcalc for private companies: Moody's default model.
\newblock {\em Moody's Investors Service Service Special Comment.}, 2000.

\bibitem{Krainer03}
John Krainer and Jose~A. Lopez.
\newblock Forecasting bank supervisory ratings using securities market
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\newblock `Federal Reserve Bank of San Francisco, 2003.

\bibitem{merton74}
Robert.C. Merton.
\newblock On the pricing of corporate debt: The risk structure of interest
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\newblock {\em Journal of Finance 29}, 29:449--70, 1974.

\bibitem{stien02}
Roger Stien.
\newblock Benchmarking default prediction models: Pitfalls and remedies in
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\newblock {\em Moody's KMV}, 2002.

\end{thebibliography}
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