Impact of Correlated Default Risk on Credit Portfolios

CFA Digest ◽  
2002 ◽  
Vol 32 (3) ◽  
pp. 97-98
Author(s):  
Stephen M Horan
Keyword(s):  
Default Risk

Valuing Credit Default Swaps I: No Counterparty Default Risk

CFA Digest ◽  
2001 ◽  
Vol 31 (2) ◽  
pp. 91-92 ◽  
Author(s):  
Bruce D. Phelps
Keyword(s):  
Default Risk ◽  
Credit Default Swaps ◽  
Credit Default

Corporate default risk modeling under distressed economic and financial conditions in a developing economy

2020 ◽  
Author(s):  
Frank Ranganai Matenda ◽  
Mabutho Sibanda ◽  
Eriyoti Chikodza ◽  
Victor Gumbo
Keyword(s):  
Default Risk ◽  
Developing Economy ◽  
Risk Modeling ◽  
Corporate Default ◽  
Financial Conditions

Default Risk and Collateral in the Absence of Commitment

2008 ◽  
Author(s):  
David C. Mills ◽  
Robert R. Reed III
Keyword(s):  
Default Risk

The Impact of Default Risk on the Basu Measure of Accounting Conservatism

2009 ◽  
Author(s):  
Richard Zhe Wang ◽  
Ciaran Ó Hogartaigh ◽  
Tony van Zijl
Keyword(s):  
Default Risk ◽  
Accounting Conservatism ◽  
The Impact

Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads

2011 ◽  
Author(s):  
Vladimir Borgy ◽  
Thomas Laubach ◽  
Jean-Stéphane Mésonnier ◽  
Jean-Paul Renne
Keyword(s):  
Euro Area ◽  
Default Risk ◽  
Fiscal Sustainability ◽  
Sovereign Bond ◽  
Bond Spreads

Is Default Risk Priced in Equity Returns?

2011 ◽  
Author(s):  
Caren Yinxia G. Nielsen
Keyword(s):  
Default Risk ◽  
Equity Returns
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