Concepedia

Default Management Process

Default Management Process is a formal systematic framework within derivatives market structure that governs the identification, declaration, and resolution of counterparty default events, distinguishing itself by specifying the procedural, operational, and regulatory mechanisms for mitigating credit risk and ensuring market stability in the event of contractual non-performance.

39

Publications

2.2K

Citations

72

Authors

55

Institutions

Publications per year

2017–2026

3

Parents

Publications

39

Pricing Credit-Sensitive Debt When Interest Rates, Credit Ratings and Credit Spreads are Stochastic

Sanjiv Rangan Das, Peter Tufano · SSRN Electronic Journal · 1996 · 257 citations · Full text

, , +15

Optimal capital structure and endogenous default

Bianca Hilberink, L. C. G. Rogers · Finance and Stochastics · 2002 · 225 citations

, , +14

Efficiency and the Role of Default When Security Markets Are Incomplete

William R. Zame · American Economic Review · 1990 · 224 citations

, , +13

Information Asymmetries and the Provision of Finance to Small Firms

Martin Binks, Christine Ennew, G. V. Reed · International Small Business Journal Researching Entrepreneurship · 1992 · 206 citations

, , +15

Quantitative properties of sovereign default models: Solution methods matter

Juan Carlos Hatchondo, Leonardo Martinez, Horacio Sapriza · Review of Economic Dynamics · 2010 · 107 citations

, , +14

1–5 of 39

Authors

72

  1. HS
    Horacio Sapriza

    Federal Reserve Board of Governors, United States

    3 publications · 203 citations

    3

    h-index

  2. LM
    Leonardo Martinez

    International Monetary Fund, United States

    3 publications · 203 citations

    3

    h-index

  3. JC
    Juan Carlos Hatchondo

    International Monetary Fund, United States

    3 publications · 203 citations

    3

    h-index

  4. JJ
    Julapa Jagtiani

    Federal Reserve Bank of Philadelphia, United States

    2 publications · 54 citations

    2

    h-index

  5. WW
    William W. Lang

    Federal Reserve Bank of Philadelphia, United States

    2 publications · 54 citations

    2

    h-index

1–5 of 72

Institutions

55

  1. Federal Reserve

    Washington D.C., United States

    3 h-index

    3 publications

    154 citations

  2. Federal Reserve Board of Governors

    Washington D.C., United States

    3 h-index

    3 publications

    203 citations

  3. International Monetary Fund

    Washington D.C., United States

    2 h-index

    2 publications

    96 citations

  4. University of Oxford

    Oxford, United Kingdom

    2 h-index

    3 publications

    277 citations

  5. Federal Reserve Bank of Philadelphia

    Philadelphia, United States

    2 h-index

    3 publications

    88 citations

  6. Rutgers, The State University of New Jersey

    New Brunswick, United States

    2 h-index

    3 publications

    161 citations

  7. National Bureau of Economic Research

    Cambridge, United States

    2 h-index

    1 publications

    33 citations

  8. Indiana University Bloomington

    Bloomington, United States

    2 h-index

    2 publications

    96 citations

1–8 of 55

Venues

  1. SSRN Electronic Journal

    Repository · 10 publications · 477 citations

    10

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 2 publications · 80 citations

    2

    h-index

  3. The Journal of Finance

    1 publications · 27 citations

    1

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 1 publications · 27 citations

    1

    h-index

  5. Journal of Financial Economics

    1 publications · 83 citations

    1

    h-index

1–5