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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
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An international survey of business failure classification models
Altman, Edward I.
- In:
Financial markets, institutions & instruments
6
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1997
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2
Persistent link: https://www.econbiz.de/10001223192
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Credit risk measurement : developments over the last 20 years
Altman, Edward I.
- In:
Journal of banking & finance
21
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1997
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11
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pp. 1721-1742
Persistent link: https://www.econbiz.de/10001236722
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