JEL Classification G29
"Other: Financial Institutions and Services"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the G29 classification. (sorted by date) Usage and Exposures at Default of Corporate Credit Lines: An empirical study
by Janet Yinqing Zhao of Moody's Analytics,
Douglas Dwyer of Moody's Analytics, and
Jing Zhang of Moody's Analytics
(285K PDF) -- 19 pages -- December 2011 A Flexible Approach to Modeling Ultimate Recoveries on Defaulted Loans and Bonds
by Edward Altman of New York University, and
Egon Kalotay of Macquarie University
(293K PDF) -- 36 pages -- May 10, 2010 Rating Watchlists and the Informational Content of Rating Changes
by Christian Hirsch of Goethe-University Frankfurt, and
Christina E. Bannier of Frankfurt School of Finance and Management
(209K PDF) -- 40 pages -- September 2, 2008 Credit Chains and the Propagation of Financial Distress
by Frederic Boissay of the European Central Bank
(685K PDF) -- 34 pages -- January 2006 Stress Testing of Banking Systems
by Martin Čihák of the International Monetary Fund
(329K PDF) -- 23 pages -- September 2005 Tail Behavior of Credit Loss Distributions for General Latent Factor Models
by André Lucas of the Tinbergen Institute Amsterdam,
Pieter Klaassen of Vrije Universiteit,
Peter Spreij of the University of Amsterdam, and
Stefan Straetmans of Maastricht University
(354K PDF) -- 24 pages -- November 8, 2002 Extreme Tails for Linear Portfolio Credit Risk Models
by André Lucas of the Tinbergen Institute Amsterdam,
Pieter Klaassen of Vrije Universiteit,
Peter Spreij of the University of Amsterdam, and
Stefan Straetmans of Maastricht University
(311K PDF) -- 14 pages -- October 2002 Reputation and the Market for Distressed-Firm Debt
by Thomas H. Noe of Tulane University, and
Michael J. Rebello of Georgia State University
(421K PDF) -- 34 pages -- June 2002 Lucas, André, Pieter Klaassen, Peter Spreij, and Stefan Straetmans, " An Analytic Approach to Credit Risk of Large Corporate Bond and Loan Portfolios", Journal of Banking & Finance, Vol. 25, No. 9, (September 2001), pp. 1635-1664.
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