Author Page for Brooks Brady

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

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Citation 15

3

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

Number of pages: 44 Posted: 22 Jun 2002

Andrea Sironi, Edward I. Altman, Brooks Brady and Andrea Resti

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:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

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:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

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:

2.

Discount Rate for Workout Recovery: An Empirical Study

Number of pages: 45 Posted: 08 Jun 2006 Last Revised: 28 Oct 2007

Brooks Brady, Peter Chang, Peter Miu, Bogie Ozdemir and David C. Schwartz

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:

3.

The Link between Default and Recovery Rates

NYU Working Paper No. S-CDM-04-07

Number of pages: 32 Posted: 05 Nov 2008

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

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:

4.

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

Downloads 536 ( 65,509)

Citation 204

4

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

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:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

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:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

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:

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

Edward I. Altman, Brooks Brady, Andrea Resti and Andrea Sironi

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)

Brooks Brady

Standard & Poor's Risk Solutions

Associate Director

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Scholarly Papers (4)

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

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

Abstract:

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

Abstract:

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

Abstract:

Discount Rate for Workout Recovery: An Empirical Study

Abstract:

The Link between Default and Recovery Rates

Abstract:

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

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract: