References

• 2007Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries747 cited
• 2007The Credit Scoring Toolkit196 cited
• 2008Loss given default of high loan-to-value residential mortgages193 cited
• 2005Bank loan losses-given-default: A case study191 cited
• 2011Benchmarking regression algorithms for loss given default modeling186 cited
• 2011Loss given default models incorporating macroeconomic variables for credit cards161 cited
• 2011Comparison of modeling methods for Loss Given Default151 cited
• 2017Integrated framework for profit-based feature selection and SVM classification in credit scoring111 cited
• 2010Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD96 cited
• 2013A zero-adjusted gamma model for mortgage loan loss given default81 cited
• 2017Enhancing two-stage modelling methodology for loss given default with support vector machines79 cited
• 2009Modelling LGD for unsecured personal loans: decision tree approach57 cited
• 2017Fuzzy decision fusion approach for loss-given-default modeling49 cited
• 2017Downturn LGD modeling using quantile regression48 cited
• 2005An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default