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Lohmann et al., 2021 - Google Patents

Using accounting‐based and loan‐related information to estimate the cure probability of a defaulted company

Lohmann et al., 2021

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Document ID
16164054912629009657
Author
Lohmann C
Ohliger T
Publication year
Publication venue
European Financial Management

External Links

Snippet

The cure of a defaulted company has important implications for the estimation of the loss given default. In this study, we estimate the probability of a defaulted company being cured using data on a large international sample of defaulted companies. More specifically, we …
Continue reading at onlinelibrary.wiley.com (PDF) (other versions)

Classifications

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