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Brady, Brooks's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
4,787 |
Total
Citations
324 |
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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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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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3,500
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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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158
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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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236
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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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3,106
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28
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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2.
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Brady, Brooks Standard & Poor's Risk Solutions Chang, Peter Standard & Poor's - Quantitative Analytics Miu, Peter McMaster University - DeGroote School of Business Ozdemir, Bogie Standard & Poor's Schwartz, David C. Federal Reserve Banks - Federal Reserve Bank of Richmond
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08 Jun 06
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28 Oct 07
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534
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Basel II, Loss Given Default, Recovery Risk, Risk Premium, Discount Rate, Workout Recovery, Defaulted Bonds and Loans
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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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445
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163
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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality
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4.
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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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308
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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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155
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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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60
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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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Records 1 -
4
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