Brooks Brady

Standard & Poor's Risk Solutions

Associate Director

55 Water Street

New York, NY 10041

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 9,801

SSRN RANKINGS

Top 9,801

in Total Papers Downloads

6,181

SSRN CITATIONS
Rank 1,449

SSRN RANKINGS

Top 1,449

in Total Papers Citations

130

CROSSREF CITATIONS

743

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 3,676 (3,507)
Citation 7

Abstract:

Loading...

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 357 (105,232)

Abstract:

Loading...

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 300 (127,518)
Citation 2

Abstract:

Loading...

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 731 (43,902)
Citation 10

Abstract:

Loading...

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 581 (59,215)
Citation 2

Abstract:

Loading...

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 254 (151,438)

Abstract:

Loading...

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 130 (274,643)
Citation 5

Abstract:

Loading...

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 92 (349,899)
Citation 27

Abstract:

Loading...

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 60 (447,355)

Abstract:

Loading...

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