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Effects of debt collection practices on loss given default
14 references·3 citing·42 second hop
Effects of debt collection practices on loss given default (2012)Effects of debt collection practices on l…Comparison of modeling methods for Loss Given Default (2011)Comparison of modeling method…Benchmarking regression algorithms for loss given default modeling (2011)Benchmarking regression algor…Forecasting bank loans loss-given-default (2010)Forecasting bank loans loss-g…Recovery rates, default probabilities, and the credit cycle (2009)Recovery rates, default proba…Recovery rates of commercial lending: Empirical evidence for German companies (2008)Recovery rates of commercial …Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)Does industry-wide distress a…Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers (2005)Determinants of Recovery Rate…Bank loan losses-given-default: A case study (2005)Bank loan losses-given-defaul…On the way to recovery: A nonparametric bias free estimation of recovery rate densities (2004)On the way to recovery: A non…Measuring LGD on Commercial Loans: An 18-Year Internal Study (2004)Measuring LGD on Commercial L…Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan‐to‐value Ratios (2003)Incorporating Collateral Valu…Bankruptcy auctions: costs, debt recovery, and firm survival (2000)Bankruptcy auctions: costs, d…Measuring Loss on Latin American Defaulted Bank Loans: A 27-Year Study of 27 Countries (1998)Measuring Loss on Latin Ameri…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…Predicting loss given default using post-default information (2021)Predicting loss given default…Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default (2020)Non-Performing Loans for Ital…Loss given default adjusted workout processes for leases (2017)Loss given default adjusted w…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Common risk factors in the returns on stocks and bonds (1993)Econometric Analysis of Cross Section and Panel Data (2001)Bank Liquidity Creation (2009)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)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)Loss given default models incorporating macroeconomic variables for credit cards (2011)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)Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds (1996)Credit Risk : Pricing, Measurement, and Management (2003)Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence (2003)What Do We Know About Loss Given Default? (2004)Improvements in loss given default forecasts for bank loans (2013)Loss given default for leasing: Parametric and nonparametric estimations (2013)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Merton, Robert C. (2010)A zero-adjusted gamma model for mortgage loan loss given default (2013)Support vector regression for loss given default modelling (2014)Enhancing two-stage modelling methodology for loss given default with support vector machines (2017)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Modeling the Loss Distribution (2011)Systemic Risk in Financial Networks: A Survey (2021)DEBT AND TAXES* (1977)The Theory of Capital Structure (1991)Bidding strategies and takeover premiums: A review (2008)Collateralization, Bank Loan Rates, and Monitoring (2014)Measuring Corporate Bond Mortality and Performance (1989)Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The determinants of bank loan recovery rates (2011)The Expected Rate of Credit Losses on Banks' Loan Portfolios (2018)
this work references cited by second hop

References

  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 2007Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries700 cited
  • 2000Bankruptcy auctions: costs, debt recovery, and firm survival330 cited
  • 2009Recovery rates, default probabilities, and the credit cycle216 cited
  • 2005Bank loan losses-given-default: A case study191 cited
  • 2011Benchmarking regression algorithms for loss given default modeling186 cited
  • 2010Forecasting bank loans loss-given-default171 cited
  • 2011Comparison of modeling methods for Loss Given Default151 cited
  • 2004Measuring LGD on Commercial Loans: An 18-Year Internal Study112 cited
  • 2004On the way to recovery: A nonparametric bias free estimation of recovery rate densities108 cited
  • 2003Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan‐to‐value Ratios106 cited
  • 2005Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers88 cited
  • 1998Measuring Loss on Latin American Defaulted Bank Loans: A 27-Year Study of 27 Countries74 cited
  • 2008Recovery rates of commercial lending: Empirical evidence for German companies44 cited

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  • 2020Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default22 cited
  • 2017Loss given default adjusted workout processes for leases22 cited
  • 2021Predicting loss given default using post-default information18 cited