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What Do We Know About Loss Given Default? · Study

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PreprintWhat Do We Know About Loss Given Default?

Til Schuermann2004

OA

Preprintgreen2004

What Do We Know About Loss Given Default?

280 citations·0/0 files stored·SSRN Electronic Journal

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 280 citations exist upstream.

References

2005The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*1996Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds 1989The Corporate Bankruptcy Decision 2000Bankruptcy auctions: costs, debt recovery, and firm survival 1990Security Pricing and Deviations from the Absolute Priority Rule in Bankruptcy Proceedings

Cited by

2005Bank loan losses-given-default: A case study 2010Forecasting bank loans loss-given-default 2011Loss given default models incorporating macroeconomic variables for credit cards 2011Comparison of modeling methods for Loss Given Default 2011Modeling the Loss Distribution 2011Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 2011Rules versus discretion in loan pricing 2020Multi-class misclassification cost matrix for credit ratings in peer-to-peer lending

Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations280

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.2139/ssrn.525702

openalex_workW2160797051

Links

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