What Drives Loss Given Default? Evidence From Commercial Real Estate Loans at Failed Banks

The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*

Edward I. Altman, Brooks Brady, Andrea Resti et al. · The Journal of Business · 2005 · 787 citations · Full text

Business, Economics, Finance +16

What do We Know about Loss Given Default?

Til Schuermann · SSRN Electronic Journal · 2004 · 282 citations · Full text

Business, Finance, Risk Management +17

Loss given default models incorporating macroeconomic variables for credit cards

Jonathan Crook · International Journal of Forecasting · 2011 · 159 citations · Full text

Business, Business Economics, Finance +16

Understanding the Recovery Rates on Defaulted Securities

Viral V. Acharya, Sreedhar T. Bharath, Anand Srinivasan · SSRN Electronic Journal · 2003 · 119 citations · Full text

Business, Business Economics, Finance +17

The Dependence of Recovery Rates and Defaults

William Perraudin, Yen-Ting Hu · SSRN Electronic Journal · 2006 · 118 citations · Full text

Business, Finance, Financial Management +17