Lang, Michael; Cremers, Heinz; Hentze, Rainald - 2010
risk cannot be quantified with com-mon rating methods. This paper explains the risk associated with leveraged buyout (LBO …) transactions and demon-strates the implementation of a new rating method based on a logistic regression (logit func-tion), a rating … and non-defaulting LBO transactions. -- Logistic Regression ; Logit ; Credit Risk ; Credit Risk Modeling ; Rating …