Acharya, Viral V. (contributor); … - 2003 - [Elektronische Ressource]
Finance
University of Georgia
Keywords: Recovery, Default, Credit risk, Distressed securities, Bankruptcy.
J … to capture recovery risk, the credit risk models
require an industry factor in addition to the factor representing the … risk has burgeoned especially in modeling of the likelihood of default of a firm on
its debt. Recent credit risk models …