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Altman, Edward I.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
22,692 |
Total
Citations
916 |
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1.
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The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality
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Versions (3)
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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Posted:
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22 Jun 02
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Last Revised:
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05 Nov 08
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3,474
(1,056)
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28
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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155
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28
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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231
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28
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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Sironi, Andrea
Bocconi University - Department of Finance Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance
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3,088
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27
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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2.
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Altman, Edward I.
New York University (NYU) - Salomon Center Sabato, Gabriele
Group Credit Risk, RBS
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1,714
(3,654)
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24
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SME finance, Modeling credit risk, Basel II, Bank capital requirements
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3.
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Altman, Edward I.
New York University (NYU) - Salomon Center Sabato, Gabriele
Group Credit Risk, RBS
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1,579
(4,241)
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15
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SME finance, basel II, bank capital requirements, retail banking
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4.
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Altman, Edward I.
New York University (NYU) - Salomon Center
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1,286
(6,096)
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6
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5.
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Altman, Edward I.
New York University (NYU) - Salomon Center
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1,153
(7,288)
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2
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6.
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Revisiting Credit Scoring Models in a Basel 2 Environment
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Altman, Edward I.
New York University (NYU) - Salomon Center
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Posted:
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03 Nov 08
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Last Revised:
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23 Dec 08
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1,098
(7,940)
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9
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Altman, Edward I.
New York University (NYU) - Salomon Center
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330
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9
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Credit Risk Models, Default Probabilities, Basel 2, Z-Score, KMV
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Altman, Edward I.
New York University (NYU) - Salomon Center
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233
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9
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Credit Risk Models, Default Probabilities, Basel 2, Z-Score, KMV
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Altman, Edward I.
New York University (NYU) - Salomon Center
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535
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9
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Credit Risk Models, Default Probabilities, Basel 2, Z-Score, KMV
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7.
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An Integrated Pricing Model for Defaultable Loans and Bonds
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Altman, Edward I.
New York University (NYU) - Salomon Center
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Posted:
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23 May 03
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Last Revised:
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23 Dec 08
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1,052
(8,538)
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1
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Onorato, Mario
Algorithmics Altman, Edward I.
New York University (NYU) - Salomon Center
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82
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1
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statistical simulation methods, financial risk management, credit risk measurement model, asset pricing, debt & debt management
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Altman, Edward I.
New York University (NYU) - Salomon Center
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47
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1
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Altman, Edward I.
New York University (NYU) - Salomon Center Onorato, Mario
Algorithmics
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923
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1
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statistical simulation methods, financial risk management, credit risk measurement model, pricing models, debt & debt management, portfolio choice
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8.
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Altman, Edward I.
New York University (NYU) - Salomon Center Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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1,016
(9,044)
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32
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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9.
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Chen, Yehning
National Taiwan University Weston, J. Fred
University of California, Los Angeles (UCLA) - Finance Area Altman, Edward I.
New York University (NYU) - Salomon Center
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835
(12,303)
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6
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10.
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Altman, Edward I.
New York University (NYU) - Salomon Center Pasternack, Brent
affiliation not provided to SSRN
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826
(12,487)
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11
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Corporate bonds, bankruptcy, distressed debt
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11.
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Gande, Amar
Southern Methodist University Altman, Edward I.
New York University (NYU) - Salomon Center Saunders, Anthony
New York University - Leonard N. Stern School of Business
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776
(13,732)
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16
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Bankruptcy, bonds, default, loans, monitoring, spillovers, stocks
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12.
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Altman, Edward I.
New York University (NYU) - Salomon Center Fanjul, Gonzalo
affiliation not provided to SSRN
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603
(19,793)
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7
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13.
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Altman, Edward I.
New York University (NYU) - Salomon Center Rijken, Herbert A.
Vrije Universiteit Amsterdam (Free University)
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518
(24,322)
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64
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Rating Agencies, "through-the-cycle" rating methodology, migration policy, credit scoring models
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14.
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Corporate Distress Prediction Models in a Turbulent Economic and Basel Ii Environment
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Altman, Edward I.
New York University (NYU) - Salomon Center
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Posted:
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03 Nov 08
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Last Revised:
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23 Dec 08
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484
(26,558)
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6
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Altman, Edward I.
New York University (NYU) - Salomon Center
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192
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6
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Credit Risk Models, Default Probabilities, Basel II, Z-Score, KMV
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Altman, Edward I.
New York University (NYU) - Salomon Center
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292
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6
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Credit Risk Models, Default Probabilities, Basel II, Z-Score, KMV
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15.
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Altman, Edward I.
New York University (NYU) - Salomon Center
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467
(27,828)
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4
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defaults, liquidity, credit risk, hedge funds
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16.
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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443
(29,832)
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163
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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17.
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Altman, Edward I.
New York University (NYU) - Salomon Center Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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435
(30,550)
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38
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credit rating, credit risk, recovery rate, default rate
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18.
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Altman, Edward I.
New York University (NYU) - Salomon Center
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361
(38,557)
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4
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19.
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Altman, Edward I.
New York University (NYU) - Salomon Center Narayanan, Paul
AIG International, Inc.
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349
(40,219)
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28
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20.
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Post-Chapter 11 Bankruptcy Performance: Avoiding Chapter 22
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Versions (2)
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Altman, Edward I.
New York University (NYU) - Salomon Center Kant, Tushar
affiliation not provided to SSRN Rattanaruengyot, Thongchai
affiliation not provided to SSRN
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Posted:
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08 Sep 09
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Last Revised:
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07 Nov 09
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322
(44,265)
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3
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Altman, Edward I.
New York University (NYU) - Salomon Center Kant, Tushar
affiliation not provided to SSRN Rattanaruengyot, Thongchai
affiliation not provided to SSRN
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3
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3
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Altman, Edward I.
New York University (NYU) - Salomon Center Kant, Tushar
affiliation not provided to SSRN Rattanaruengyot, Thongchai
affiliation not provided to SSRN
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319
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3
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21.
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An Analysis and Critique of the Bis Proposal on Capital Adequacy and Ratings
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Versions (2)
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Altman, Edward I.
New York University (NYU) - Salomon Center Saunders, Anthony
New York University - Leonard N. Stern School of Business
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Posted:
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03 Nov 08
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Last Revised:
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11 Nov 08
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322
(44,265)
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42
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Altman, Edward I.
New York University (NYU) - Salomon Center
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88
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42
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Altman, Edward I.
New York University (NYU) - Salomon Center Saunders, Anthony
New York University - Leonard N. Stern School of Business
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234
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42
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22.
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The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
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Show Abstracts |
Hide Abstracts |
Versions (4)
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hide multiple versions |
Export Bibliographic Info |
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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Posted:
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03 Nov 08
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Last Revised:
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22 Dec 08
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306
(46,979)
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128
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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154
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128
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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59
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128
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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51
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128
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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Altman, Edward I.
New York University (NYU) - Salomon Center Brady, Brooks
Standard & Poor's Risk Solutions Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
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42
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128
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credit rating, capital requirements, credit risk, recovery rate, defaul, procyclicality
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23.
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Altman, Edward I.
New York University (NYU) - Salomon Center Sabato, Gabriele
Group Credit Risk, RBS Wilson, Nick
Credit Management Research Centre - University of Leeds
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| Posted: |
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27 Dec 08
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Last Revised:
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03 Sep 09
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289
(50,258)
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5
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SME lending, Credit Risk Modeling, Bankruptcy, Small Business failure
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24.
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Altman, Edward I.
New York University (NYU) - Salomon Center Rijken, Herbert A.
Vrije Universiteit Amsterdam (Free University)
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244
(60,689)
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7
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25.
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Altman, Edward I.
New York University (NYU) - Salomon Center Gander, Amar
affiliation not provided to SSRN Saunders, Anthony
New York University - Leonard N. Stern School of Business
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213
(70,022)
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24
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Words: monitoring, default, spillovers, event study, loans, bonds, stocks
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26.
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Corporate Credit Scoring Models: Approaches and Standards for Successful Implementation
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Versions (2)
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Altman, Edward I.
New York University (NYU) - Salomon Center
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Posted:
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04 Aug 99
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Last Revised:
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11 Nov 08
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210
(71,373)
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3
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Altman, Edward I.
New York University (NYU) - Salomon Center
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210
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3
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Altman, Edward I.
New York University (NYU) - Salomon Center Haldeman, Robert
affiliation not provided to SSRN
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0
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27.
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Altman, Edward I.
New York University (NYU) - Salomon Center Rijken, Herbert A.
Vrije Universiteit Amsterdam (Free University)
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207
(72,111)
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28.
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Altman, Edward I.
New York University (NYU) - Salomon Center
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179
(83,077)
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4
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29.
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Altman, Edward I.
New York University (NYU) - Salomon Center
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171
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2
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30.
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Altman, Edward I.
New York University (NYU) - Salomon Center Karlin, Brenda
affiliation not provided to SSRN
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168
(88,232)
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5
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31.
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Altman, Edward I.
New York University (NYU) - Salomon Center Rijken, Herbert A.
Vrije Universiteit Amsterdam (Free University)
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163
(90,732)
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59
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32.
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Credit Ratings and the Bis Reform Agenda
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Versions (3)
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hide multiple versions |
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Altman, Edward I.
New York University (NYU) - Salomon Center Saunders, Anthony
New York University - Leonard N. Stern School of Business
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Posted:
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05 Nov 08
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Last Revised:
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22 Dec 08
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157
(93,862)
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19
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Altman, Edward I.
New York University (NYU) - Salomon Center Saunders, Anthony
New York University - Leonard N. Stern School of Business
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98
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19
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Altman, Edward I.
New York University (NYU) - Salomon Center Saunders, Anthony
New York University - Leonard N. Stern School of Business
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27
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19
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Altman, Edward I.
New York University (NYU) - Salomon Center Saunders, Anthony
New York University - Leonard N. Stern School of Business
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32
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19
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33.
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Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2002
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hide multiple versions |
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Altman, Edward I.
New York University (NYU) - Salomon Center Jha, Shubin
affiliation not provided to SSRN
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Posted:
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06 Jan 05
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Last Revised:
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22 Dec 08
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151
(97,210)
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10
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Altman, Edward I.
New York University (NYU) - Salomon Center Jha, Shubin
affiliation not provided to SSRN
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27
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8
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Altman, Edward I.
New York University (NYU) - Salomon Center Jha, Shubin
affiliation not provided to SSRN
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49
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Altman, Edward I.
New York University (NYU) - Salomon Center Jha, Shubin
affiliation not provided to SSRN
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65
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Altman, Edward I.
New York University (NYU) - Salomon Center
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10
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34.
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Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market Outlook
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Versions (3)
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hide multiple versions |
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Altman, Edward I.
New York University (NYU) - Salomon Center Bana, Gaurav
affiliation not provided to SSRN
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Posted:
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05 Nov 08
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Last Revised:
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16 Dec 08
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122
(116,289)
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4
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Altman, Edward I.
New York University (NYU) - Salomon Center Bana, Gaurav
affiliation not provided to SSRN
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39
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4
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Altman, Edward I.
New York University (NYU) - Salomon Center Bana, Gaurav
affiliation not provided to SSRN
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Altman, Edward I.
New York University (NYU) - Salomon Center Bana, Gaurav
affiliation not provided to SSRN
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27
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4
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35.
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Corporate Bond and Commercial Loan Portfolio Analysis
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Altman, Edward I.
New York University (NYU) - Salomon Center
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Posted:
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03 Dec 96
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Last Revised:
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16 Dec 08
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122
(116,289)
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Altman, Edward I.
New York University (NYU) - Salomon Center
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122
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Altman, Edward I.
New York University (NYU) - Salomon Center
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0
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36.
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Altman, Edward I.
New York University (NYU) - Salomon Center Fanjul, Gonzalo
affiliation not provided to SSRN
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102
(133,166)
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9
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37.
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Altman, Edward I.
New York University (NYU) - Salomon Center Hukkawala, Naeem
affiliation not provided to SSRN Kishore, Vellore
New York University (NYU) - Department of Finance
|
|
91
(143,882)
|
2
|
|
| |
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| |
|
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38.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Rijken, Herbert A.
Vrije Universiteit Amsterdam (Free University)
|
|
91
(143,882)
|
7
|
|
| |
|
| |
|
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39.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Cooke, Diane
affiliation not provided to SSRN Kishore, Vellore
New York University (NYU) - Department of Finance
|
|
80
(156,103)
|
3
|
|
| |
|
| |
|
|
|
40.
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|
Distress Classification of Korean Firms
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
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|
Altman, Edward I.
New York University (NYU) - Salomon Center Eom, Young Ho
Yonsei University Kim, Dong Won
The University of Suwon
|
|
Posted:
|
|
26 Aug 99
|
|
Last Revised:
|
|
15 Dec 08
|
|
77
(159,839)
|
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Eom, Young Ho
Yonsei University Kim, Dong Won
The University of Suwon
|
|
77
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Eom, Young Ho
Yonsei University Kim, Dong Won
The University of Suwon
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
41.
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|
Defaults and Returns On High Yield Bonds: Analysis Through 1994
|
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Versions (2)
|
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|
Altman, Edward I.
New York University (NYU) - Salomon Center Kishore, Vellore
New York University (NYU) - Department of Finance
|
|
Posted:
|
|
30 Aug 99
|
|
Last Revised:
|
|
15 Dec 08
|
|
66
(174,594)
|
14
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Kishore, Vellore
New York University (NYU) - Department of Finance
|
|
66
|
14
|
|
| |
|
| |
|
|
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Kishore, Vellore
New York University (NYU) - Department of Finance
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
42.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Masset, Pierre
affiliation not provided to SSRN
|
|
64
(177,525)
|
4
|
|
| |
|
| |
|
|
|
43.
|
|
The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook
|
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|
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|
Altman, Edward I.
New York University (NYU) - Salomon Center Morris, Anthony
New York University (NYU) - Department of Economics
|
|
Posted:
|
|
07 Nov 08
|
|
Last Revised:
|
|
16 Dec 08
|
|
63
(179,060)
|
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center
|
|
12
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center
|
|
26
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Morris, Anthony
New York University (NYU) - Department of Economics
|
|
25
|
|
|
| |
|
| |
|
|
|
|
|
|
44.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Bana, Gaurav
affiliation not provided to SSRN
|
|
49
(201,949)
|
7
|
|
| |
|
| |
|
|
|
45.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Kishore, Vellore
New York University (NYU) - Department of Finance
|
|
39
(221,598)
|
13
|
|
| |
|
| |
|
|
|
46.
|
|
The Investment Performance of Defaulted Bonds for 1994 and 1987-1994
|
Show Abstracts |
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Versions (2)
|
hide multiple versions |
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|
Altman, Edward I.
New York University (NYU) - Salomon Center Simon, Bobe E.
affiliation not provided to SSRN
|
|
Posted:
|
|
26 Aug 98
|
|
Last Revised:
|
|
16 Dec 08
|
|
31
(240,283)
|
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Simon, Bobe E.
affiliation not provided to SSRN
|
|
31
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Simon, Bobe E.
affiliation not provided to SSRN
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
47.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center
|
|
31
(240,283)
|
|
|
| |
|
| |
|
|
|
48.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Rijken, Herbert A.
Vrije Universiteit Amsterdam (Free University)
|
|
27
(251,568)
|
5
|
|
| |
|
| |
|
|
|
49.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Bana, Gaurav
affiliation not provided to SSRN
|
|
24
(261,122)
|
2
|
|
| |
|
| |
|
|
|
50.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Resti, Andrea
Bocconi University - Department of Finance Sironi, Andrea
Bocconi University - Department of Finance
|
|
20
(274,852)
|
35
|
|
| |
|
| |
|
|
|
51.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Sabato, Gabriele
Group Credit Risk, RBS
|
|
14
(296,213)
|
22
|
|
| |
|
| |
|
|
|
52.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Baidya, Tara K. N.
affiliation not provided to SSRN Dias, Luis Manoel Ribeiro
affiliation not provided to SSRN
|
|
5
(324,798)
|
10
|
|
| |
|
| |
|
|
|
53.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Rijken, Herbert A.
Vrije Universiteit Amsterdam (Free University)
|
|
3
(330,702)
|
4
|
|
| |
|
| |
|
|
|
54.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Rijken, Herbert A.
Vrije Universiteit Amsterdam (Free University)
|
|
|
|
|
| |
|
| |
Sovereign risk, Aggregate default risk, Z-Metrics™, Credit-default-swap, Euro Region
|
|
|
55.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Pompeii, Jason
New York University (NYU) - Salomon Center
|
|
|
|
|
| |
|
| |
|
|
|
56.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Arman, Pablo
New York University (NYU) - Salomon Center
|
|
|
|
|
| |
|
| |
|
|
|
57.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Arman, Pablo
New York University (NYU) - Salomon Center
|
|
|
|
|
| |
|
| |
|
|
|
58.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center
|
|
|
|
|
| |
|
| |
|
|
|
59.
|
|
|
Chen, Yeh-Ning
National Taiwan University - Department of Finance Weston, J. Fred
University of California, Los Angeles (UCLA) - Finance Area Altman, Edward I.
New York University (NYU) - Salomon Center
|
|
|
|
|
| |
|
| |
|
|
|
60.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Eom, Young Ho
Yonsei University Kim, Dong Won
The University of Suwon
|
|
|
|
|
| |
|
| |
|
|
|
61.
|
|
|
Altman, Edward I.
New York University (NYU) - Salomon Center Suggitt, Heather J.
Credit Suisse First Boston
|
|
|
|
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| |
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