SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A reinforced urn process modeling of recovery rates and recovery times
16 references·1 citing·38 second hop
A reinforced urn process modeling of recovery rates and recovery times (2018)A reinforced urn process modeling of reco…The Determinants of Recovery Rates in the US Corporate Bond Market (2012)The Determinants of Recovery …The determinants of bank loan recovery rates (2011)The determinants of bank loan…Loss given default models incorporating macroeconomic variables for credit cards (2011)Loss given default models inc…Benchmarking regression algorithms for loss given default modeling (2011)Benchmarking regression algor…Forecasting bank loans loss-given-default (2010)Forecasting bank loans loss-g…Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD (2010)Comparisons of linear regress…Risk Management Lessons from the Credit Crisis (2009)Risk Management Lessons from …The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans (2008)The Sensitivity of the Loss G…The black swan: the impact of the highly improbable (2007)The black swan: the impact of…Risk management and financial institutions (2006)Risk management and financial…Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantitative Risk Management:…The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)The Link between Default and …Bank loan losses-given-default: A case study (2005)Bank loan losses-given-defaul…What Do We Know About Loss Given Default? (2004)What Do We Know About Loss Gi…On the way to recovery: A nonparametric bias free estimation of recovery rate densities (2004)On the way to recovery: A non…Uncertainty in Economics and Other Reflections (1956)Uncertainty in Economics and …Joint and survivor annuity valuation with a bivariate reinforced urn process (2021)Joint and survivor annuity va…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)A comparative analysis of current credit risk models (2000)Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks (2002)Loss given default of high loan-to-value residential mortgages (2008)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Development and application of consumer credit scoring models using profit-based classification measures (2014)Deep learning for limit order books (2018)Two-stage consumer credit risk modelling using heterogeneous ensemble learning (2019)Credit Scoring and Its Applications (2002)Understanding Interaction Models: Improving Empirical Analyses (2005)A zero-adjusted gamma model for mortgage loan loss given default (2013)Support vector regression for loss given default modelling (2014)Credit Scoring and Its Applications (2017)Forecasting recovery rates on non-performing loans with machine learning (2020)Measuring Corporate Bond Mortality and Performance (1989)Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)Comparison of modeling methods for Loss Given Default (2011)Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform (2020)The Corporate Bankruptcy Decision (1989)Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds (1996)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Modeling Term Structures of Defaultable Bonds (1999)Risk Assessment for Banking Systems (2006)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment (2016)Developmental Evaluation: Applying Complexity Concepts to Enhance Innovation and Use (2010)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Why do humans reason? Arguments for an argumentative theory (2011)Basel Committee On Banking Supervision (2010)A critical review on supply chain risk – Definition, measure and modeling (2014)Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (2016)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)On the economics and analysis of diversity (1998)Uncertainty in Integrated Assessment Modelling (2002)The Precautionary Principle and the Uncertainty Paradox (2006)
this work references cited by second hop

References

  • 2007The black swan: the impact of the highly improbable3,454 cited
  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
  • 2006Risk management and financial institutions781 cited
  • 2005The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*759 cited
  • 2004What Do We Know About Loss Given Default?280 cited
  • 2005Bank loan losses-given-default: A case study191 cited
  • 2011Benchmarking regression algorithms for loss given default modeling186 cited
  • 1956Uncertainty in Economics and Other Reflections182 cited
  • 2010Forecasting bank loans loss-given-default171 cited
  • 2011Loss given default models incorporating macroeconomic variables for credit cards161 cited
  • 2012The Determinants of Recovery Rates in the US Corporate Bond Market160 cited
  • 2009Risk Management Lessons from the Credit Crisis147 cited
  • 2011The determinants of bank loan recovery rates109 cited
  • 2004On the way to recovery: A nonparametric bias free estimation of recovery rate densities108 cited
  • 2010Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

96 cited
  • 2008The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans93 cited
  • Cited by

    • 2021Joint and survivor annuity valuation with a bivariate reinforced urn process10 cited