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  • Search: subject:"Recovery Rate"
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Year of publication
Subject
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Credit risk 58 Kreditrisiko 51 recovery rate 49 Recovery rate 45 Insolvenz 34 Insolvency 33 Theorie 23 Basler Akkord 21 Theory 21 Loss given default 19 Basel Accord 18 credit risk 18 Credit rating 16 Kreditwürdigkeit 16 loss given default 13 Kreditgeschäft 10 Bank lending 9 Schätzung 8 correlation 8 regulatory capital 8 Public debt 7 Risikomanagement 7 Risk management 7 Zinsstruktur 7 Öffentliche Schulden 7 Estimation 6 Regulatory capital 6 Yield curve 6 implied recovery rate 6 Bankruptcy 5 CDS spreads 5 Constant recovery 5 Corporate bond 5 LGD 5 Recovery Rate 5 Stochastischer Prozess 5 USA 5 Unternehmensanleihe 5 creditor seniority 5 sovereign debt 5
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Online availability
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Free 62 Undetermined 47 CC license 3
Type of publication
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Article 83 Book / Working Paper 46
Type of publication (narrower categories)
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Article in journal 51 Aufsatz in Zeitschrift 51 Working Paper 22 Graue Literatur 11 Non-commercial literature 11 Arbeitspapier 10 Article 7 Thesis 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1
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Language
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English 98 Undetermined 31
Author
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Witzany, Jiří 12 Charamza, Pavel 5 Jaskowski, Marcin 5 McAleer, Michael 5 Steinkamp, Sven 5 Westermann, Frank 5 Rychnovský, Michal 4 Chen, Cathy Yi-Hsuan 3 Declercq, Koen 3 Dionne, Georges 3 François, Pascal 3 Itoh, Yuki 3 Lu, Meng-Jou 3 Ooghe, Erwin 3 Starosta, Wojciech 3 Andreeva, Galina 2 Bastos, Joao A. 2 Blazy, Régis 2 Bourgeon, Jean-Marc 2 Bruche, Max 2 Bélorgey, Christian 2 Chalupka, Radovan 2 Chopard, Bertrand 2 Düllmann, Klaus 2 Eraslan, Hülya 2 Fimayer, Agnès 2 Gallo, Serena 2 Gambetti, Paolo 2 Gauthier, Geneviève 2 Guigou, Jean-Daniel 2 Guillard, Michel 2 Hesse, Frederik 2 Höcht, Stephan 2 Ingermann, Peter-Hendrik 2 Jang, Youngmin 2 Kempf, Hubert 2 Kopecsni, Juraj 2 Koşar, Gizem 2 Li, Song 2 Li, Wenli 2
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Institution
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Institut ekonomických studií, Univerzita Karlova v Praze 4 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG) 2 Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Department of Econometrics and Business Statistics, Monash Business School 1 Deutsche Bundesbank 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Graduate School of Economics, Hitotsubashi University 1 Institute of Economic Research, Kyoto University 1 London School of Economics (LSE) 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1 Tinbergen Instituut 1 Universitetet <Stavanger> / School of Business Administration 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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European Financial and Accounting Journal 4 IES Working Paper 4 Working Papers IES 4 CESifo Working Paper 3 CESifo working papers 3 Cahiers de recherche 3 European journal of operational research : EJOR 3 Journal of banking & finance 3 Risks : open access journal 3 Asia-Pacific Financial Markets 2 CEMAPRE Working Papers 2 Environmental & Resource Economics 2 European financial and accounting journal : EFAJ 2 Journal of Financial Intermediation 2 Journal of financial services research : JFSR 2 Review of quantitative finance and accounting 2 Risks 2 The European journal of finance 2 Annals of economics and statistics 1 Annual review of financial economics 1 Applied Econometrics 1 Applied Energy 1 Applied economics 1 Bulletin of the Czech Econometric Society 1 Business Research 1 Business research 1 Central European journal of economic modelling and econometrics 1 Computational Economics 1 Cornell hospitality quarterly : CQ 1 Czech Journal of Economics and Finance (Finance a uver) 1 Discussion Paper Series 2 1 Discussion Paper Series 2: Banking and Financial Studies 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Discussion paper / Tinbergen Institute 1 Discussion paper series 1 Documentos de Trabajo del ICAE 1 Econometric reviews 1 Economic modelling 1 Emerging Markets Finance and Trade 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1
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Source
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ECONIS (ZBW) 63 RePEc 45 EconStor 19 USB Cologne (business full texts) 1 BASE 1
Showing 1 - 10 of 129
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Rethinking the measurement of resilience for food and nutrition security
Ulimwengu, John - 2024
Persistent link: https://www.econbiz.de/10015405521
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Mobility during COVID-19 recovery : role of media and culture as social amplifiers
Rana, Arunima; Mukherjee, Tuheena; Adak, Souradip - In: International journal of social economics 52 (2025) 3, pp. 440-466
Persistent link: https://www.econbiz.de/10015198804
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Explaining aggregated recovery rates
Höcht, Stephan; Wieczorek, Jakub; Zagst, Rudi - In: Risks 10 (2022) 1, pp. 1-30
This study on explaining aggregated recovery rates (ARR) is based on the largest existing loss and recovery database for commercial loans provided by Global Credit Data, which includes defaults from 5 continents and over 120 countries. The dependence of monthly ARR from bank loans on various...
Persistent link: https://www.econbiz.de/10013200909
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Meta-learning approaches for recovery rate prediction
Gambetti, Paolo; Roccazzella, Francesco; Vrins, Frédéric - In: Risks : open access journal 10 (2022) 6, pp. 1-29
-specific characteristics and a limited number of well-identified, theoretically sound recovery rate determinants, including uncertainty …
Persistent link: https://www.econbiz.de/10013363030
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Explaining aggregated recovery rates
Höcht, Stephan; Wieczorek, Jakub; Zagst, Rudi - In: Risks : open access journal 10 (2022) 1, pp. 1-30
This study on explaining aggregated recovery rates (ARR) is based on the largest existing loss and recovery database for commercial loans provided by Global Credit Data, which includes defaults from 5 continents and over 120 countries. The dependence of monthly ARR from bank loans on various...
Persistent link: https://www.econbiz.de/10012805466
Saved in:
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Evaluation of adaptation strategies for sustainable supply chains : application in medical waste reverse supply chains
Liu, Ming; Ding, Yueyu; Zhu, Maoran - In: Operations management research : OMR ; advancing … 17 (2024) 3, pp. 1126-1139
Persistent link: https://www.econbiz.de/10015184868
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Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan; Hsu, Pao-Peng; Liang, Kuo-yuan - In: The European journal of finance 30 (2024) 2, pp. 127-143
Persistent link: https://www.econbiz.de/10014547348
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Bankruptcy recovery rate and small businesses' innovation
Farè, Luca; Dejardin, Marcus; Toulemonde, Eric - In: Applied economics 56 (2024) 32, pp. 3870-3903
Persistent link: https://www.econbiz.de/10014529088
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Should Higher Education Be Subsidized More?
Declercq, Koen; Ooghe, Erwin - 2021
marginal fiscal recovery rate, i.e. the ratio of the change in total net fiscal revenues and the change in total subsidy costs … is unambiguously desirable. We also show that the marginal fiscal recovery rate depends on three sufficient statistics … statistics formula to approximate the marginal fiscal recovery rate in twenty OECD countries. The average marginal fiscal …
Persistent link: https://www.econbiz.de/10012799677
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Fintech platforms: Lax or careful borrowers' screening?
Gallo, Serena - In: Financial Innovation 7 (2021) 1, pp. 1-33
performance, I explore the recovery rate (RR) of non-performing loans through a mixed-continuous model. The regression results …
Persistent link: https://www.econbiz.de/10012602939
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