LossCalc TM : Moody's Model for Predicting Loss Given Default (LGD)
暂无分享,去创建一个
[1] S. Longhofer,et al. The Paradox of Priority , 2003 .
[2] Jr. John J. Merrick. Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina , 2001 .
[3] Robert Jarrow,et al. Default Parameter Estimation Using Market Prices , 2001 .
[4] D. Madan,et al. A Simple Approach to Infer Recovery Rates with Apr Violation from Debt Spreads , 2001 .
[5] David T. Hamilton. Default and Recovery Rates of Corporate Bond Issuers: 2000 , 2001 .
[6] Lea V. Carty,et al. Bank-Loan Loss Given Default , 2001 .
[7] K. Thorburn,et al. Bankruptcy Auctions: Costs, Debt Recovery, and Firm Survival , 2000 .
[8] Lea V. Carty,et al. Riskcalc for Private Companies: Moody's Default Model , 2000 .
[9] Esa Jokivuolle,et al. A Model for Estimating Recovery Rates and Collateral Haircuts for Bank Loans , 2000 .
[10] Roger M. Stein,et al. Benchmarking Quantitative Default Risk Models: A Validation Methodology , 2000 .
[11] Edward I. Altman,et al. The Equity Performance of Firms Emerging from Bankruptcy , 1999 .
[12] Pierre Mella-Barral. The Dynamics of Default and Debt Reorganization , 1999 .
[13] Robert T. Leach,et al. Sources of gains to shareholders from bankruptcy resolution , 1999 .
[14] U. Hege,et al. Collateral, Renegotiation and the Value of Diffusely Held Debt , 1999 .
[15] Stuart C. Gilson,et al. Valuation of Bankrupt Firms , 1998 .
[16] E. Altman. Market Dynamics and Investment Performance of Distressed and Defaulted Debt Securities , 1998 .
[17] S. Longhofer,et al. The Importance of Bank Seniority for Relationship Lending , 1998 .
[18] J. Simonoff. Smoothing Methods in Statistics , 1998 .
[19] E. Bosworth,et al. Severity of Loss in the Event of Default in Small Business and Larger Consumer Loans , 1998 .
[20] Peter Sprent,et al. Data Driven Statistical Methods , 1997 .
[21] I. Welch. Why Is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs , 1997 .
[22] Ivailo V. Izvorski. Recovery Ratios and Survival Times for Corporate Bonds , 1997, SSRN Electronic Journal.
[23] Lea V. Carty,et al. Historical Default Rates of Corporate Bond Issuers, 1920 - 1996 , 1997 .
[24] T. Noe,et al. Feasting on a Corporate Carcass: Bluffing, Bondmail, and Reputation in the Market for Distressed-Firm Debt , 1996 .
[25] E. Altman,et al. Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds , 1996 .
[26] H. S. Wagner. The Pricing of Bonds in Bankruptcy and Financial Restructuring , 1996 .
[27] G. Ramírez,et al. Resolution of Financial Distress: Debt Restructurings via Chapter 11, Prepackaged Bankruptcies, and Workouts , 1996 .
[28] Todd C. Pulvino. The Effects of Bankruptcy Court Protection on Asset Sales , 1996 .
[29] Charles T. Carlstrom,et al. Absolute priority rule violations in bankruptcy , 1995 .
[30] S. Longhofer. Absolute Priority Rule Violations, Credit Rationing, and Efficiency , 1995 .
[31] Clifford W. Smith,et al. The Priority Structure of Corporate Liabilities , 1995 .
[32] Bonds in Default , 1995 .
[33] Severin Borenstein,et al. Do Airlines in Chapter 11 Harm Their Rivals? Bankruptcy and Pricing Behavior in U.S. Airline Markets , 1995 .
[34] Jean Helwege. How Long Do Junk Bonds Spend in Default , 1999 .
[35] E. Altman,et al. Do Seniority Provisions Protect Bondholders' Investments? , 1994 .
[36] R. Tibshirani,et al. An Introduction to the Bootstrap , 1995 .
[37] Risk and Return in Defaulted Bonds , 1993 .
[38] R. Sweeney,et al. Does the Bond Market Predict Bankruptcy Settlements , 1992 .
[39] D. Scharfstein,et al. Anatomy of Financial Distress: An Examination of Junk-Bond Issuers , 1991 .
[40] Christopher M. James,et al. The Losses Realized in Bank Failures , 1991 .
[41] Jerome S. Fons,et al. Corporate Bond Defaults and Default Rates 1970–1990 , 1991 .
[42] Helmut Bester,et al. The Role of Collateral in a Model of Debt Renegotiation , 1994 .
[43] Y. Mensah. AN EXAMINATION OF THE STATIONARITY OF MULTIVARIATE BANKRUPTCY PREDICTION MODELS - A METHODOLOGICAL STUDY , 1984 .