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The importance and subtlety of credit rating migration

Altman, Edward I. - In: Journal of banking & finance 22 (1998) 10, pp. 1231-1247

Persistent link: https://www.econbiz.de/10001338700

A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies

Altman, Edward I. - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 1-34

Persistent link: https://www.econbiz.de/10012041794

Managing credit risk : a challenge for the new millennium

Altman, Edward I. - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 2, pp. 201-214

Persistent link: https://www.econbiz.de/10001675996

Managing credit risk : a challenge for the new millennium

Altman, Edward I. - 2001

Persistent link: https://www.econbiz.de/10001629741

Bankruptcy, credit risk, and high yield junk bonds

Altman, Edward I. - 2002

Persistent link: https://www.econbiz.de/10001557610

Commercial bank lending : process, credit scoring, and costs of errors in lending

Altman, Edward I. - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 4, pp. 813-832

Persistent link: https://www.econbiz.de/10001825102

Predicting corporate distress in a turbulent economic and regulatory environment

Altman, Edward I. - In: Rassegna economica : rivista internazionale di economia … 68 (2004) 2, pp. 483-524

Persistent link: https://www.econbiz.de/10003418292

Default recovery rates and LGD in credit risk modeling and practice : an updated review of the literature and empirical evidence

Altman, Edward I. - In: Advances in credit risk modelling and corporate …, (pp. 175-206). 2008

Persistent link: https://www.econbiz.de/10003751512

Covid-19 and the credit cycle

Altman, Edward I. - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10012298985

Ultimate recovery mixtures

Altman, Edward I.; Kalotay, Egon A. - In: Journal of Banking & Finance 40 (2014) C, pp. 116-129

We propose a relatively simple, accurate and flexible approach to forecasting the distribution of defaulted debt recovery outcomes. Our approach is based on mixtures of Gaussian distributions, explicitly conditioned on borrower characteristics, debt instrument characteristics and credit...

Persistent link: https://www.econbiz.de/10010738289