The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans

Journal of Financial Services Research ◽

10.1007/s10693-008-0033-8 ◽

2008 ◽

Vol 34 (1) ◽

pp. 1-34 ◽

Author(s):

Stefano Caselli ◽

Stefano Gatti ◽

Francesca Querci

Keyword(s):

Empirical Evidence ◽

Systematic Risk ◽

Loss Given Default ◽

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Bank Size, Functional Distance and Loss Given Default Rate of Bank Loans

International Journal of Financial Research ◽

10.5430/ijfr.v2n1p31 ◽

2011 ◽

Vol 2 (1) ◽

Author(s):

Matteo Cotugno ◽

Valeria Stefanelli

Keyword(s):

Loss Given Default ◽

Functional Distance ◽

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Bank Size, Functional Distance and Loss Given Default Rate of Bank Loans

SSRN Electronic Journal ◽

10.2139/ssrn.1784650 ◽

2011 ◽

Author(s):

Matteo Cotugno ◽

Valeria Stefanelli

Keyword(s):

Loss Given Default ◽

Functional Distance ◽

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Systematic Risk, Idiosyncratic Risk, and Asset Pricing Models: Empirical Evidence from the Vietnamese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2400513 ◽

2014 ◽

Author(s):

Ji (George) Wu ◽

Nguyen Cuong ◽

Andros Gregoriou

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Empirical Evidence ◽

Systematic Risk ◽

Idiosyncratic Risk ◽

Pricing Models ◽

Asset Pricing Models

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Factors Effecting Systematic Risk in Isolation vs. Pooled Estimation: Empirical Evidence from Banking, Insurance, and Non-Financial Sectors of Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.2894900 ◽

2016 ◽

Author(s):

Muhammad Sharif ◽

Kashif Hamid ◽

Muhammad Usman Khurram ◽

Muhammad Zulfiqar

Keyword(s):

Empirical Evidence ◽

Systematic Risk

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Product Differentiation and Systematic Risk: Theory and Empirical Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.1971891 ◽

2011 ◽

Author(s):

Santiago Bazdresch

Keyword(s):

Empirical Evidence ◽

Product Differentiation ◽

Systematic Risk ◽

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Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data

International Journal of Forecasting ◽

10.1016/j.ijforecast.2011.01.010 ◽

2012 ◽

Vol 28 (1) ◽

pp. 183-195 ◽

Author(s):

Mindy Leow ◽

Christophe Mues

Keyword(s):

Empirical Evidence ◽

Stage Model ◽

Two Stage ◽

Mortgage Loans ◽

Loss Given Default ◽

Residential Mortgage

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Securitization and systematic risk in European banking: Empirical evidence

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2010.07.012 ◽

2010 ◽

Vol 34 (12) ◽

pp. 3061-3077 ◽

Author(s):

André Uhde ◽

Tobias C. Michalak

Keyword(s):

Empirical Evidence ◽

Systematic Risk ◽

European Banking

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Are Bank Loans Still 'Special' (Especially During a Crisis)? Empirical Evidence from a European Country

SSRN Electronic Journal ◽

10.2139/ssrn.2010788 ◽

2012 ◽

Author(s):

Christophe J. Godlewski

Keyword(s):

European Country ◽

Empirical Evidence ◽

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Key Variables and Characteristics of Loan Loss Given Default: Empirical Evidence from 28 Provinces in China

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2019.1668773 ◽

2019 ◽

Vol 56 (11) ◽

pp. 2443-2460

Author(s):

Zhichong Zhao ◽

Sisira Colombage ◽

Guotai Chi

Keyword(s):

Empirical Evidence ◽

Loan Loss ◽

Loss Given Default ◽

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Economic crisis, women entrepreneurs and bank loans: some empirical evidence from Italy

Economic Research-Ekonomska Istraživanja ◽

10.1080/1331677x.2016.1211953 ◽

2016 ◽

Vol 29 (1) ◽

pp. 1050-1061

Author(s):

Francesca Maria Cesaroni ◽

Annalisa Sentuti

Keyword(s):

Empirical Evidence ◽

Economic Crisis ◽

Women Entrepreneurs ◽

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