most citedEmpirical Evidence for the Structural Recovery Model

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

q-fin.RM2012★ 3 cited

Empirical Evidence for the Structural Recovery Model

Alexander Becker, Alexander F. R. Koivusalo, Rudi Schäfer

While defaults are rare events, losses can be substantial even for credit portfolios with a large number of contracts. Therefore, not only a good evaluation of the probability of d…