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Measuring Loss on Latin American Defaulted Bank Loans: A 27-Year Study of 27 Countries
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Measuring Loss on Latin American Defaulted Bank Loans: A 27-Year Study of 27 Countries (1998)Measuring Loss on Latin American Defaulte…Forecasting loss given default of bank loans with multi-stage model (2017)Forecasting loss given defaul…MCDM APPROACH TO EVALUATING BANK LOAN DEFAULT MODELS (2014)MCDM APPROACH TO EVALUATING B…Downturn Loss Given Default: Mixture distribution estimation (2014)Downturn Loss Given Default: …Improvements in loss given default forecasts for bank loans (2013)Improvements in loss given de…Effects of debt collection practices on loss given default (2012)Effects of debt collection pr…Recovery rates of commercial lending: Empirical evidence for German companies (2008)Recovery rates of commercial …Business-Cycle Phases and Their Transitional Dynamics (1994)A Markov Model for the Term Structure of Credit Risk Spreads (1997)A risk-factor model foundation for ratings-based bank capital rules (2003)Loss functions for Loss Given Default model comparison (2018)Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation (2018)Deep Neural Networks for Behavioral Credit Rating (2020)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Do specialization benefits outweigh concentration risks in credit portfolios of German banks (2010)Multiple Attribute Decision Making (1981)Multiple Attribute Decision Making: Methods and Applications (1981)Multi‐attribute group decision‐making methods based on q‐rung orthopair fuzzy linguistic sets (2019)A Novel Integrated Subjective-Objective MCDM Model for Alternative Ranking in Order to Achieve Business Excellence and Sustainability (2020)Ranking-based MCDM models in financial management applications: analysis and emerging challenges (2020)Bank loan losses-given-default: A case study (2005)Forecasting bank loans loss-given-default (2010)Benchmarking regression algorithms for loss given default modeling (2011)Fintech platforms: Lax or careful borrowers’ screening? (2021)Predicting loss given default using post-default information (2021)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)“Options, Futures, and Other Derivatives” (2016)Macroeconomic effects and frailties in the resolution of non-performing loans (2017)Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach (2019)ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Bankruptcy auctions: costs, debt recovery, and firm survival (2000)Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)Loss given default adjusted workout processes for leases (2017)Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default (2020)
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  • 2013Improvements in loss given default forecasts for bank loans59 cited
  • 2014MCDM APPROACH TO EVALUATING BANK LOAN DEFAULT MODELS46 cited
  • 2008Recovery rates of commercial lending: Empirical evidence for German companies44 cited
  • 2017Forecasting loss given default of bank loans with multi-stage model42 cited
  • 2014Downturn Loss Given Default: Mixture distribution estimation41 cited
  • 2012Effects of debt collection practices on loss given default32 cited

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