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The Reemergence
of Distressed Exchanges in Corporate Restructurings
The Value of Qualitative Information in SME
Risk Management
Post-Chapter 11 Bankruptcy Performance:
Avoiding Chapter 22
An Emerging Market Credit Scoring
System for Corporate Bonds
Commentary:
Bankruptcy
With A Twist
Why GM Should File for
Bankruptcy with a DIP-Twist Help from Its Friends
Defaults
and Returns in the High-Yield Bond Market: The Year 2007 in Review and
Outlook
The Investment
Performance and Market Size of Defaulted Bonds and Bank Loans: 2007 Review
and 2008 Outlook
Global
Debt Markets in 2007: New Paradigm or the Great Credit Bubble?
Corporate Financial Distress
Diagnosis in China
The Investment
Performance and Market Size of Defaulted Bonds and Bank Loans: 2006 Review
and 2007 Outlook, February 2007
Default and Returns in the
High-Yield Bond Market 2006 in Review and Outlook, February 2007
About Corporate Default Rates, 2007
Default
Recovery Rates and LGD in Credit Risk Modeling and Practice: An Updated
Review of the Literature and Empirical Evidence, 11/2006
Modeling
Credit Risk for SMEs: Evidence from the US Market, 11/2006
Are
Historically Based Default and Recovery Models in the High-Yield and
Distressed Debt Markets Still Relevant in Today's Credit Environment? -
10/2006
Effects
of the New Basel Capital Accord on Bank Capital Requirements for SMEs
The
Effects of Rating Through the Cycle on Rating Stability, Rating Timeliness
and Default Prediction, March 2005
Current
Conditions in the High Yield and Defaulted Debt Markets, 2006
Informational
Efficiency of Loans Versus Bonds: Evidence from Secondary Market Prices,
11/2003
How
Rating Agencies Achieve Rating Stability, 4/2004
Default
Recovery Rates in Credit Risk Modeling: A Review of the Literature and
Empirical Evidence, 12/2003
Market
Size and Investment Performance of Defaulted Bonds & Bank Loans:
1987-2002, 2/2002
An
Integrated Pricing Model for Defaultable Loans and
Bonds
The
Link between Default and Recovery Rates: Theory, Empirical Evidence and
Implications, 3/2003
Defaults and
Returns on High Yield Bonds: The Year 2002 in Review and the Market Outlook,
2/2003
Corporate
Distress Prediction Models in a Turbulent Economic and Basel II Environment,
9/2002
Market
Dynamics and Investment Performance of Distressed and Defaulted Debt
Securities, 12/1998
Predicting
Financial Distress of Companies: Revisiting the Z-Score and ZetaŽModels, 7/2000
Credit Ratings and the BIS Reform Agenda,
3/28/2001
The Equity
Performance of Firms Emerging from Bankruptcy, 11/1998
The Anatomy
of the High Yield Bond Market, 9/21/1998
An
Analysis Critique of the BIS Proposal on Capital Adequacy and Ratings, 1/2000
The
Importance and Subtlety of Credit Rating Migration, 9/1997
Emerging
Market Corporate BondsA Scoring System, 5/15/1995
The
Japanese Non-Performing Loans Problem: Securitization as a Solution,
4/14/1999
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