Risk Management Tentative Schedule Class Notes

Sample Exam

 Downloaded Papers Teaching Center
Downloaded Papers -- Default Risk
 
 

( Please check DefaultRisk.com for details. )

(1)¡@Understanding the Recovery Rates on Defaulted Securities
¡@¡@ ( By Viral V. Acharya of the London Business School, Sreedhar T. Bharath of the University of Michigan, and Anand Srinivasan of the University of Georgia )
(3)¡@What Do We Know About Loss-Given-Default?
¡@¡@ ( By Til Schuermann of the Federal Reserve Bank of New York )
(4)¡@The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
¡@¡@ ( By Edward I. Altman of New York University, Brooks Brady of Standard & Poor's, Andrea Resti of Bergamo University, and Andrea Sironi of Bocconi University )
(5)¡@Structural RFV: Recovery Form and Defaultable Debt Analysis
¡@¡@ ( By Rajiv Guha of the London Business School, and Alessandro Sbuelz of Tilburg University )
(6)¡@Recovery of Face Value at Default: Theory and Empirical Evidence
¡@¡@ ( By Rajiv Guha of the London Business School )
(7)¡@The Paradox of Priority
¡@¡@ ( By Stanley D. Longhofer of Wichita State University, and Joao A.C. Santos of the Federal Reserve Bank of New York )
(8)¡@Recovery Rates in the Leasing Industry
¡@¡@ ( By Mathias Schmit of Leaseurope, and Julien Stuyck of Leaseurope )
(9)¡@Secured Creditor Recovery Rates from Management Buy-outs in Distress
¡@¡@ ( By David Citron of the City University, Mike Wright of the Nottingham University, Rod Ball of the Nottingham University, and Fred Rippington of the City University )
(10)¡@LossCalc: Moody's Model for Predicting Loss Given Default (LGD)
¡@¡@ ( By Greg M. Gupton of Moody's|KMV, and Roger M. Stein of Moody's|KMV )
(11)¡@The Dependence of Recovery Rates and Defaults
¡@¡@ ( By Yen-Ting Hu of Birkbeck College, and William Perraudin of Birkbeck College, Bank of England and CEPR)
(12)¡@Analyzing and Explaining Default Recovery Rates
¡@¡@ ( By Edward I. Altman of New York University, Andrea Resti of Bergamo University, and Andrea Sironi of Luigi Bocconi University )
(13)¡@Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
¡@¡@ ( By Gurdip Bakshi of the University of Maryland, Dilip Madan of the University of Maryland, and Frank Zhang of the Federal Reserve Board )
(14)¡@Pricing the Risk of Recovery in Default with APR Violation
¡@¡@ ( By Haluk Unal of the University of Maryland, Dilip Madan of the University of Maryland, and Levent Guntay of the University of Maryland )
(15)¡@Bank Loan Loss Given Default
¡@¡@ ( By Greg M. Gupton of Moody's |KMV, Daniel Gates of Moody's Investors Service, and Lea V. Carty of Moody's |KMV )
(16)¡@Depressing Recoveries
¡@¡@ ( By Jon Frye of the Federal Reserve Bank of Chicago )
(17)¡@Recovery Trends: Any Usefulness Whatsoever?
¡@¡@ ( By Martin S. Fridson, Chief High Yield Strategist, Merrill Lynch )
(18)¡@Crisis Dynamics of Implied Default Recovery Ratios: Evidence from Russia and Argentina
¡@¡@ ( By John J. Merrick, Jr. of the New York University )
(19)¡@Suddenly Structure Mattered: Insights into Recoveries of Defaulted Debt
¡@¡@ ( By David Keisman of Portfolio Management Data, and Ruth Yang of Portfolio Management Data )
(20)¡@Valuation of Bankrupt Firms
¡@¡@ ( By Stuart C. Gilson of the Harvard Business School, Edith S. Hotchkiss of Boston College, and Richard S. Ruback of the Harvard Business School )
(21)¡@A Model for Estimating Recovery Rates and Collateral Haircuts for Bank Loans
¡@¡@ ( By Esa Jokivuolle of the Bank of Finland, and Samu Peura of Leonia plc )
(22)¡@Recovery Rates: The Search for Meaning
¡@¡@ ( By Martin S. Fridson, CFA Chief High Yield Strategist of Merrill Lynch, M. Christopher Garman First Vice President of Merrill Lynch, and Kathryn Okashima of Merrill Lynch )
(24)¡@The Dynamics of Default and Debt Reorganization
¡@¡@ ( By Pierre Mella-Barral of the London School of Economics )
(25)¡@The Importance of Bank Seniority for Relationship Lending
¡@¡@ ( By Stanley D. Longhofer of the Federal Reserve Bank of Cleveland, and Joao A.C. Santos of the Bank for International Settlements )
(26)¡@Collateral, Renegotiation and the Value of Diffusely Held Debt
¡@¡@ ( By Ulrich Hege of Tilburg University, and Pierre Mella-Barral of the London School of Economics )
(27)¡@Recovering Your Money: Insights Into Losses From Defaults
¡@¡@ ( By Karen Van de Castle of Standard & Poor's, and David Keisman, Principal of Portfolio Data Management LLC )
(28)¡@Debt Recoveries for Corporate Bankruptcies
¡@¡@ ( By David T. Hamilton of Moody's Risk Management Services, and Lea V. Carty of Moody's|KMV )
(29)¡@Effects of Bankruptcy Court Protection on Asset Sales
¡@¡@ ( By Todd C. Pulvino of Northwestern University )
(30)¡@Bankruptcy Auctions: Costs, Debt Recovery, and Firm Survival
¡@¡@ ( By Karin S. Thorburn of Dartmouth College )
(31)¡@Sources of Gains to Shareholders from Bankruptcy Resolution
¡@¡@ ( By Daniel C. Indro of Kent State University, Robert T. Leach of Kent State University and, Wayne Y. Lee of the University of Arkansas )
(32)¡@Market Dynamics and Investment Performance of Distressed and Defaulted Debt Securities
¡@¡@ ( By Edward I Altman of the NYU Salomon Center )
(33)¡@Debtor-in-possession financing: Size does matter
¡@¡@ ( By Maria Carapeto in the PhD Programme of the London Business School )
(34)¡@Measuring Loss on Latin American Defaulted Bank Loans: A 27-Year Study of 27 Countries
¡@¡@ ( By Lew Hurt of Citibank, and Akos Felsovalyi of Citibank )
(35)¡@Bankrupt Bank Loan Recoveries
¡@¡@ ( By Lea V. Carty of Moody's|KMV )
(36)¡@An Empirical Examination of U.S. Firms in Chapter 11 Bankruptcy
¡@¡@ ( By Kai Li of the University of British Columbia )
(37)¡@Absolute Priority Rule Violations, Credit Rationing, and Efficiency
¡@¡@ ( By Stanley D. Longhofer of the Federal Reserve Bank of Cleveland )
(38)¡@Why is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs
¡@¡@ ( By Ivo Welch of the University of California )
(39)¡@Recovery Ratios and Survival Times for Corporate Bonds
¡@¡@ ( By Ivailo Izvorski of the International Monetary Fund )
(40)¡@Defaulted Bank Loan Recoveries
¡@¡@ ( By Lea V. Carty of Moody's|KMV, and Dana Lieberman of Moody's Risk Management Services )
(41)¡@Feasting on a Corporate Carcass: Bluffing, Bondmail, and Reputation in the Market for Distressed-Firm Debt
¡@¡@ ( By Thomas H. Noe of Tulane University, and Michael J. Rebello of Georgia State University )
(42)¡@Absolute Priority Rule Violations in Bankruptcy
¡@¡@ ( By IStanley D. Longhofer of the Federal Reserve Bank of Cleveland, and Charles T. Carlstrom of the Federal Reserve Bank of Cleveland )
(43)¡@Do Airlines in Chapter 11 Harm Their Rivals?: Bankruptcy andPricing Behavior in U.S. Airline Markets
¡@¡@ ( By Severin Borenstein of the National Bureau of Economic Research, and Nancy L. Rose of the National Bureau of Economic Research )
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