Concepedia

Default Losses

Default Losses is the financial loss incurred by a lender or investor due to a borrower's failure to meet contractual debt obligations on a distressed property, specifically distinguished from other types of losses by its direct association with loan default events and the subsequent shortfall between the outstanding loan balance and the asset's recovered value.

105

Publications

5.9K

Citations

203

Authors

138

Institutions

Publications per year

2017–2026

19

Parents

Publications

105

Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries

Viral V. Acharya, Sreedhar T. Bharath, Anand Srinivasan · Journal of Financial Economics · 2007 · 745 citations

, , +12

Frailty Correlated Default

Darrell Duffie, Andreas Eckner, Guillaume Horel et al. · The Journal of Finance · 2009 · 571 citations

, , +17

Loss given default of high loan-to-value residential mortgages

Min Qi, Xiaolong Yang · Journal of Banking & Finance · 2008 · 198 citations

, , +12

Why do banks' loan losses differ?

William R. Keeton, Charles Morris · Econometric Reviews · 1987 · 165 citations

, , +9

Differential Valuation Implications of Loan Loss Provisions Across Banks and Fiscal Quarters

Chi‐Chun Liu, Stephen G. Ryan, James M. Wahlen · SSRN Electronic Journal · 1998 · 159 citations · Full text

, , +16

1–5 of 105

Authors

203

  1. DD
    Darrell Duffie

    Stanford University, United States

    3 publications · 790 citations

    3

    h-index

  2. RV
    Robert Van Order

    Freddie Mac (United States), United States

    3 publications · 149 citations

    3

    h-index

  3. CM
    Christophe Mues

    University of Southampton, United Kingdom

    3 publications · 165 citations

    3

    h-index

  4. MH
    Markus Herrmann

    Université Laval, Canada

    2 publications · 40 citations

    2

    h-index

  5. BA
    Brian A. Ciochetti

    University of Wisconsin–Madison, United States

    2 publications · 100 citations

    2

    h-index

1–5 of 203

Institutions

138

  1. University of Edinburgh

    Edinburgh, United Kingdom

    5 h-index

    6 publications

    456 citations

  2. University of Konstanz

    Konstanz, Germany

    5 h-index

    8 publications

    307 citations

  3. University of Florida

    Gainesville, United States

    4 h-index

    4 publications

    181 citations

  4. Bank of Finland

    Helsinki, Finland

    4 h-index

    6 publications

    321 citations

  5. National University of Singapore

    Singapore, Singapore

    4 h-index

    4 publications

    837 citations

  6. Freddie Mac (United States)

    Tysons Corner, United States

    3 h-index

    5 publications

    295 citations

  7. Indiana University

    Bloomington, United States

    3 h-index

    4 publications

    213 citations

  8. Federal Reserve Bank of New York

    New York, United States

    3 h-index

    3 publications

    65 citations

1–8 of 138

Venues

  1. SSRN Electronic Journal

    Repository · 28 publications · 1.2K citations

    16

    h-index

  2. International Journal of Forecasting

    6 publications · 409 citations

    6

    h-index

  3. Journal of Banking & Finance

    6 publications · 352 citations

    6

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 4 publications · 60 citations

    4

    h-index

  5. Real Estate Economics

    3 publications · 159 citations

    3

    h-index

1–5