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The Dependence of Recovery Rates and Defaults

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2005Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers88 cited
2008Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence

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2013Ultimate recovery mixtures75 cited

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2005The Present and Future of Financial Risk Management68 cited

2016Systematic Risk in Recovery Rates: An Empirical Analysis of Us Corporate Credit Exposures65 cited

2007Firm heterogeneity and credit risk diversification64 cited

2006Basel requirements of downturn loss given default: modeling and estimating probability of default and loss given default correlations54 cited

2011Generalized beta regression models for random loss-given-default51 cited

2017Downturn LGD modeling using quantile regression48 cited

2005A Multifactor Approach for Systematic Default and Recovery Risk45 cited

2003The New Basel Capital Accord and Questions for Research 140 cited