Page 425 - Special Topic Session (STS) - Volume 3

STS552 Natalia Nehrebecka
References
1. Altman. E., Gande. A., Saunders. A. (2010). Bank Debt Versus Bond Debt:
Evidence from Secondary Market Prices. Journal of Money, Credit and
Banking. Vol. 42. No. 4. pp. 755-767.
2. Arner. R., Cantor. R., Emery. K. (2004). Recovery Rates on North American
Syndicated Bank Loans, 1989-2003. Moody’s Special Comments.
Available at http://www. moodyskmv.com.
3. Cantor. R., Varma. P. (2004). Determinants of Recovery Rate and Loan for
North American Corporate Issuers. The Journal of Fixed Income. Vol. 14.
No. 4. pp. 29-44.
4. Krüger. S., Rösch. D. (2017). Downturn LGD modeling using quantile
regression. Journal of Banking & Finance. Vol. 79. No. 1. pp. 42–56.
5. Nehrebecka. N. (2016). Approach to the assessment of credit risk for
non-financial corporations. Evidence from Poland. IFC Bulletins chapters,
in: Bank for International Settlements (ed.), Combining micro and macro
data for financial stability analysis, Vol. 41, Bank for International
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