Recovery rates, default probabilities and the credit cycle
Year of publication: |
2006-11-17
|
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Authors: | Bruche, Max ; Gonzalez-Aguado, Carlos |
Institutions: | London School of Economics (LSE) |
Subject: | Credit | Recovery rate | Default probability | Business cycle | Capital requirements | Markov chain |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion paper, 572 43 pages |
Classification: | G28 - Government Policy and Regulation ; G33 - Bankruptcy; Liquidation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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