SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Forecasting bank loans loss-given-default · Study

ArticleShelves

ArticleForecasting bank loans loss-given-default

João A. Bastos2010

Article2010

Forecasting bank loans loss-given-default

João A. Bastos

171 citations·0/0 files stored·Journal of Banking & Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Credit Risk and Financial Regulations Banking stability, regulation, efficiency Financial Distress and Bankruptcy Prediction

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 171 citations exist upstream.

References

2007Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries 1989Measuring Corporate Bond Mortality and Performance 2008Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics 2004What Do We Know About Loss Given Default?2009Recovery rates, default probabilities, and the credit cycle 2005Bank loan losses-given-default: A case study

Cited by

2011Comparison of modeling methods for Loss Given Default 2014Support vector regression for loss given default modelling 2020Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform 2013A zero-adjusted gamma model for mortgage loan loss given default 2017Enhancing two-stage modelling methodology for loss given default with support vector machines 2013Ultimate recovery mixtures 2013Improvements in loss given default forecasts for bank loans 2013

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011Comparison of modeling methods for Loss Given Defaultarticle · 3 shared references 2011Modeling the Loss Distributionarticle · 3 shared references 2011The determinants of bank loan recovery ratesarticle · 3 shared references 2013Improvements in loss given default forecasts for bank loansarticle · 3 shared references 2010The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreadsarticle · 3 shared references 2008Recovery rates of commercial lending: Empirical evidence for German companiesarticle · 3 shared references

Details

Year2010

Typearticle

Published2010-04-26

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations171

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.1016/j.jbankfin.2010.04.011

openalex_workW2126147689

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Loss given default for leasing: Parametric and nonparametric estimations