Modeling recovery rate for leveraged loans
Xiaowei Chen, Gang Wang, Xiangting Zhang
| Year of publication: |
2019
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|---|---|
| Authors: | Chen, Xiaowei ; Wang, Gang ; Zhang, Xiangting |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 231-241
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| Subject: | Credit risk | Leveraged loan | Loss given default | Two-stage model | Ultimate recovery rate | Kreditrisiko | Kapitalstruktur | Capital structure | Insolvenz | Insolvency | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Kreditgeschäft | Bank lending | Theorie | Theory | Schätzung | Estimation | Fremdkapital | Debt financing | Kreditwürdigkeit | Credit rating |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.04.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012202014