Диссертация (1138342), страница 21
Текст из файла (страница 21)
(2004) “What Do We Know About Loss G iven Default?”, D iscuss ion paper Federal Reserve Ban k of New Yor k.102 Thorburn K. (2000) “Ban kru ptcy auctions: costs, debt recovery and firm survival”, Journal of Financial Economics, 58, 3 37-368.103 Truck S, Harpaintner Ä., Rachev S. (2010) “A Note o n Forecastin g Aggregate Recovery Rates with Macroeconomic Variables”. Chapter of the dis sertation, U niversitÄat Karlsruhe.104 Vazza D., Gu nter E. (2011) “Default, Transition, and Recovery : Recovery Study (U.S.): Piecing Together The Performance Of Defaulted Instruments After The Recent Credit Cy cle”, Standard&Poors Globa l Credit Portal, Ratin gsDirect.105 Vazza D., Gu nter E.
(2011) “US Recovery Study : Recent Post-Bancruptcy Recovery Levels Disapoint Senior Unsecured Bon dholders”, Standard&Poors Global Credit Portal, RatingsD irect.106 Unal H., Madan D., Gun tay L. (2003) “Pricing the Ris k of Recovery in Default with AP R Viola tions”, Journal of Ban king & Finance 27 (6), 1001– 1025.107 VandeCastle K. (1999) “Recovering y our money : Insights into losses from default”, Standard and Poor’s Ratin gsDirect.108 Varma P., Cantor R.
(200 4) “Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers: 1983-2003”, Journal of Fixed Income, 14, 29-44.109 Vasicek O. (198 4) “A KMV CreditManager®”, Moody ’s KMV Credit Valuation.110 Wagner, H.S. (1996) “The Pricing of Bo nds in Ban krup tcy and Financial Res tructuring”. The J ournal of Fixed Income, (June), 40-47.111 Warren E. (2008) “Chapter 11: Reorganizin g American Businesses”, Aspen Pub lishers.112 Wilde T.
(1997) “CreditRis k+. A Credit Ris k Management Framework”, Credit Swiss Firs t Boston .113 Xin G., Jarrow R., Lin H. (20 09) “Distressed deb t prices and recovery rates estimation”, Sprin ger Science + Busines s Media, LL C..
![](https://s.studizba.com/z.php?f=/templates/si/i/noavatar.png&w=100&h=100&t=1"){kind=avatar}
