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Default rates in the syndicated bank loan market: A mortality analysis
5 references·16 citing·50 second hop
Default rates in the syndicated bank loan market: A mortality analysis (2000)Default rates in the syndicated bank loan…Managing Credit Risk:The Next Great Financial Challenge (1998)Managing Credit Risk:The Next…Credit Risk in Private Debt Portfolios (1998)Credit Risk in Private Debt P…The Implications of Corporate Bond Ratings Drift (1992)The Implications of Corporate…Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls (1989)Original Issue High Yield Bon…Measuring Corporate Bond Mortality and Performance (1989)Measuring Corporate Bond Mort…Lender Trust and Bank Loan Contracts (2022)Lender Trust and Bank Loan Co…What Drives Global Lending Syndication? 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this work references cited by second hop

References

  • 1989Measuring Corporate Bond Mortality and Performance426 cited
  • 1998Managing Credit Risk:The Next Great Financial Challenge303 cited
  • 1998Credit Risk in Private Debt Portfolios247 cited
  • 1989Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls176 cited
  • 1992The Implications of Corporate Bond Ratings Drift155 cited

Cited by

  • 2000Regulatory implications of credit risk modelling77 cited
  • 2004Asymmetric information and distance: an empirical assessment of geographical credit rationing76 cited
  • 2008A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk75 cited
  • 2001Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements67 cited
  • 2007The Agency Structure of Loan Syndicates60 cited
  • 2009Default rates in the loan market for SMEs: Evidence from Slovakia54 cited
  • 2003Using Loan Rates to Measure and Regulate Bank Risk: Findings and an Immodest Proposal48 cited
  • 2003Determinants of Bank Lending in Thailand: An Empirical Examination for the Years 1992 to 199645 cited
  • 2022Lender Trust and Bank Loan Contracts44 cited
  • 2003The integration of bank syndicated loan and junk bond markets

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44 cited
  • 2007The Term Structure of Credit Spreads in Project Finance37 cited
  • 2020What Drives Global Lending Syndication? Effects of Cross-Country Capital Regulation Gaps32 cited
  • 2013Internal control quality and information asymmetry in the secondary loan market30 cited
  • 2004Relative default rates on corporate loans and bonds30 cited
  • 2002Managing Credit Risk: A Challenge for the New Millennium30 cited
  • 2005Financial survival analysis of defaulted debtors27 cited