the web's biggest credit risk modeling resource.

Credit Jobs

Home Glossary Links FAQ / About Site Guide Search

Submit Your Paper

In Rememberance: World Trade Center (WTC)

doi> search: A or B

Export citation to:
- Text (plain)
- BibTeX

Asarnow, Elliot and David Edwards, "Measuring Loss on Defaulted Bank Loans: A 24-Year Study", Journal of Commercial Lending, Vol. 77, No. 7, (March 1995), pp. 11-23.

Introduction: Sometimes, bankers wishing to perform research on historical losses of bank loans are stymied by a dearth of data. However, in this article, the authors present the results of an analysis of losses on bank loan defaults based on 24 years of data compiled by their institution. Numerous tables illustrating the average loss in even of default, the components of loss, and the differences between various size loans are presented.

Download paper (529K PDF) 13 pages