|
Assessing
SMEs and mini-bond issuers FINALSubmitted April
2018-1.pdf
Financial
distress of prediction in an international context: A review and empirical
analysis of Altman’s Z-Score Model
Corporate financial
distress diagnosis model and application in credit rating for listing firms
in China
The SME Z-Score: a new
powerful tool to assess the riskiness of SMEs
Assessing Basel
III Capital Ratios: Do Risk Weights Matter?
Assessing
Italian SME and Mini-bond Issuer Credit Worthiness
Financial Distress Predictions in
an International Context: A Review and Empirical Analysis of the Altman’s
Z-Score Model
Golub
Capital Middle Market Report
The Golub
Capital Altman Index
Anatomy of Bank
Distress: The Information Content of Accounting Fundamentals Within and
Across Countries
Revisiting the
Recidivism-Chapter 22 Phenomenon in the U.S. Bankruptcy System
Distressed Firm and Bankruptcy
prediction in an international context: a review and empirical analysis of
Altman’s Z-Score Model
The
Role of Distressed Debt Markets, Hedge Funds and Recent Trends in Bankruptcy
on the Outcome of Chapter 11 Reorganizations
Ultimate Recovery Mixtures
The Return/Volatility
Tradeoff of Distressed Corporate Debt Portfolios
The Value of Non-Financial
Information in SME Risk Management
Z-Score Models’ application to
Italian companies subject to extraordinary administration
Corporate financial distress
diagnosis model and application in credit rating for listing firms in China
Transparent and
Unique Sovereign Default Risk Assessment
Z-Score Model’s Application to
Italian Companies Subject to Extraordinary Administration
Revisiting the Altman Definition of
Distressed Debt and a New Mechanism for Measuring the Liquidity Premium of
the High-Yield Market
The Fate of the
Euro: It is Still Italia!
Defaults and
Returns in the High-Yield Bond and Distressed Debt Market: The Year 2011 in
Review and Outlook
The
Investment Performance and Market Dynamics of Defaulted Bonds and Bank Loans:
2011 Review and 2012 Outlook
Practitioner Related Publications
The value of non-financial
information in small and medium-sized enterprise risk management
Italy: The Hero or the Villain of the
Euro
Defaults and Returns in the High-Yield Bond and
Distressed Debt Market: The Year 2010 in Review and Outlook
The Investment Performance and Market
Dynamics of Defaulted Bonds and Bank Loans: 2010 Review and 2011 Outlook
Technical Appendix to “A Simple Empirical
Model of Equity-Implied Probabilities of Default”
Toward a Bottom-Up Approach
to Assessing Sovereign Default Risk
ZETA™ Analysis: A new model to identify
bankruptcy risk of corporations
Business Failure
Classification Models: An International Survey
Predicting Financial Distress of Companies:
Revisiting the Z-Score and ZETA® Models
Corporate Distress Diagnosis:
Comparisons using Linear Discriminant Analysis & Neural Networks
Predicting Corporate Bankruptcy: The
Z-Score Model
Managing a Return to
Financial Health
A Simple Empirical Model of
Equity-Implied Probabilities of Default
Defaults & Returns in the High-Yield Bond
& Distressed Debt Market: The Year 2009 in Review & Outlook
The Investment Performance & Market
Dynamics of Defaulted Bonds & Bank Loans: 2009 Review & 2010 Outlook
Bank Debt versus Bond Debt:
Evidence from Secondary Market Prices
Avoiding Chapter 22: Why
Post-Emergence Liquidity, Profitability and Leverage Make All the Difference
The Z-Metrics Methodology for Estimating Company
Credit Ratings and Default Risk Probabilities
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 Zeta®Models, 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 Bonds—A Scoring System, 5/15/1995
The
Japanese Non-Performing Loans Problem: Securitization as a Solution,
4/14/1999
|