Brooks Brady

The PD/LGD link: Empirical Evidence from the Bond Market

Edward I. Altman, Andrea Resti, Andrea Sironi, 2005 .

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications

Andrea Resti, Andrea Sironi, E. Altman, 2003 .

The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

Andrea Resti, Andrea Sironi, E. Altman, 2002 .