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Quantitative analytics in debt valuation and management

Guthner, Mark W. - 2012

Persistent link: https://www.econbiz.de/10009563850

Increasing transparency and opportunity with loan-level performance data

Colling, Dave; Samborn, Kevin - In: The journal of structured finance 18 (2012) 3, pp. 70-76

Persistent link: https://www.econbiz.de/10009681486

Customers' capital market information quality and suppliers' performance

Radhakrishnan, Suresh; Wang, Zheng; Zhang, Yue - In: Production and operations management : an international … 23 (2014) 10, pp. 1690-1705

Persistent link: https://www.econbiz.de/10010464971

Loss Given Default - Modelle zur Schätzung von Recovery Rates

Böttger, Marc (contributor); Guthoff, Anja (contributor); … - 2008

Loss Given Default (LGD) is a major element for pricing credits and bonds. As there has been a substantial amount of research during the last years, this paper aims to give an overview. Initially, defaults and recovery definitions for credits and the differences to bonds are discussed. A survey...