Brooks Brady

Standard & Poor's Risk Solutions

Associate Director

55 Water Street

New York, NY 10041

United States

SCHOLARLY PAPERS

4

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5,817

CITATIONS
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Top 20,752

in Total Papers Citations

22

Scholarly Papers (4)

The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

Number of pages: 44 Posted: 22 Jun 2002
Bocconi University - Department of Finance, New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions and Bocconi University - Department of Finance
Downloads 3,600 (2,561)
Citation 5

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

NYU Working Paper No. 2451/26764
Number of pages: 46 Posted: 03 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 334 (87,821)
Citation 2

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The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

NYU Working Paper No. 2451/26764
Number of pages: 46 Posted: 05 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 270 (110,841)
Citation 10

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2.

Discount Rate for Workout Recovery: An Empirical Study

Number of pages: 45 Posted: 08 Jun 2006 Last Revised: 28 Oct 2007
Standard & Poor's Risk Solutions, Standard & Poor's - Quantitative Analytics, McMaster University - DeGroote School of Business, Standard & Poor's and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 651 (38,747)
Citation 8

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Basel II, Loss Given Default, Recovery Risk, Risk Premium, Discount Rate, Workout Recovery, Defaulted Bonds and Loans

3.

The Link between Default and Recovery Rates

NYU Working Paper No. S-CDM-04-07
Number of pages: 32 Posted: 05 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 564 (46,946)
Citation 5

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications

NYU Working Paper No. S-FI-03-19
Number of pages: 27 Posted: 11 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 180 (165,096)

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications

NYU Working Paper No. S-DRP-03-08
Number of pages: 28 Posted: 07 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 86 (290,869)
Citation 193

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications

NYU Working Paper No. S-CDM-03-02
Number of pages: 27 Posted: 05 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 80 (304,089)

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credit rating, capital requirements, credit risk, recovery rate, default, procyclicality

The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications

NYU Working Paper No. FIN-03-006
Number of pages: 28 Posted: 03 Nov 2008
New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 52 (382,966)

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credit rating, capital requirements, credit risk, recovery rate, defaul, procyclicality