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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

Predicting corporate distress in a turbulent economic and regulatory environment

Altman, Edward I. - In: Rassegna economica : rivista internazionale di economia … 68 (2004) 2, pp. 483-524

Persistent link: https://www.econbiz.de/10003418292

Default recovery rates and LGD in credit risk modelling and practice

Altman, Edward I. - In: The Oxford handbook of credit derivatives, (pp. 39-65). 2011

Persistent link: https://www.econbiz.de/10014565530

A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies

Altman, Edward I. - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 1-34

Persistent link: https://www.econbiz.de/10012041794

Covid-19 and the credit cycle

Altman, Edward I. - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10012298985

Managing credit risk : a challenge for the new millennium

Altman, Edward I. - 2001

Persistent link: https://www.econbiz.de/10001629741

Managing credit risk : a challenge for the new millennium

Altman, Edward I. - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 2, pp. 201-214

Persistent link: https://www.econbiz.de/10001675996

The importance and subtlety of credit rating migration

Altman, Edward I. - In: Journal of banking & finance 22 (1998) 10, pp. 1231-1247

Persistent link: https://www.econbiz.de/10001338700

Bankruptcy, credit risk, and high yield junk bonds

Altman, Edward I. - 2002

Persistent link: https://www.econbiz.de/10001557610

Revisiting SME default predictors : the Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

SME default prediction is a long-standing issue in the finance and management literature. Proper estimates of the SME risk of failure can support policymakers in implementing restructuring policies, rating agencies and credit analytics firms in assessing creditworthiness, public and private...

Persistent link: https://www.econbiz.de/10013472256