Resources
BNET Resources
- sort by:
- Relevance
- Date
- Popularity
- Analyzing and Explaining Default Recovery Rates
- This comprehensive report analyzes the impact of various assumptions about the association between aggregate default probabilities and the loss given default on bank loans and corporate bonds, and seeks to empirically explain this critical relationship. The analysis has important implications for the results of various value -at-risk credit risk models...
- White papers 2001-12-01
- The Link between Default And Recovery Rates: Theory, Empirical Evidence And Implications
- This paper analyzes the association between aggregate default and recovery rates on credit assets, and seeks to empirically explain this critical relationship. We examine recovery rates on corporate bond defaults, over the period 1982-2002. The econometric univariate and multivariate models explain a significant portion of the variance in bond recovery...
- White papers 2003-03-01
- Systematic Risk in Recovery Rates - An Empirical Analysis of US Corporate Credit Exposures
- This paper presents an analytical and empirical analysis of a parsimonious model framework that accounts for a dependence of bond and bank loan recoveries on systematic risk. The report extends the single risk factor model by assuming that the recovery rates also depend on this risk factor and follow a...
- White papers 2004-08-09
Additional Resources
- Century Plaza offers $89 "recovery rate" for victims of Southern California storms and flooding
- LOS ANGELES--BUSINESS WIRE--Jan. 10, 1995--The Century Plaza Hotel is offering a special $89 "recovery rate" for local residents affected by the recent Southern California storms.Currently, the rate is available for Tuesday and Wednesday nights.In order to qualify, residents need only show a valid driver's license or other proof of residency...
- Research articles 1995-01-10
- Thai Asset Management Company Predicts 70 Percent Recovery Rate on Purchases.
- By Darana Chudasri, Bangkok Post, Thailand Knight Ridder/Tribune Business News Sep. 8--Bangkok Asset Management BAM has projected a recovery rate of 70 percent on the assets purchased from Thai Military Bank and Phayathai Asset Management. Last week, BAM, set...
- Research articles 2003-09-08
- SSCC commits to AF&PA goal. (Doubling U.S. Paper Recovery).(Smurfit-Stone Container Corp.)(American Forest & Paper Association)(Brief Article)
- Smurfit-Stone Container Corp., Chicago, will be a major driver of an industry-wide effort to increase the paper recovery rate to 55 percent of all paper consumed in the United States by 2012, the company reports. This represents a doubling of U.S. Smurfit-Stone Container...
- Research articles 2003-07-26
- Fitch Updates Recovery Prospects for GM in the Event of Default
- NEW YORK -- Fitch Ratings has modified the details of its March 1, 2006 recovery analysis for General Motors GM, available at www.fitchratings.com. Fitch now estimates a 34% recovery rate for unsecured debtholders versus an original estimate of 41% published earlier this year. The revision primarily reflects GM's recent establishment...
- Research articles 2006-09-19
- Global Platinum + Gold, Inc. Announces Increase in Gold Recovery Rate
- SCOTTSDALE, Ariz. -- The following is being issued by Global Platinum + Gold, Inc. (Pink Sheets:GPGI): Global's Management is pleased to report that over the past couple of weeks our rate of recovery has been substantially enhanced over our earlier production start-up efforts. We are now recovering 2.5 to...
- Research articles 2007-12-20
- Telco Systems Introduces Carrier Grade Gigabit IP Ethernet Ring Solution for Triple Play and Metro Access Services with Recovery Rate Rivaling SONET; Recovery Speed Unmatched by Competitors; Visit us at SUPERCOMM Booth 24048
- CHICAGO -- Telco Systems today at the SUPERCOMM telecommunications trade show booth 24048 here introduced a standards-based carrier grade gigabit IP Ethernet ring solution with recovery from network outages in as little as 15 milliseconds, providing failover performance equal to SONET at speeds unmatched by competitors. This marks the availability...
- Research articles 2005-06-06
- Fitch Ratings: Lenders Maintain Recovery Edge Over Bondholders
- Business Editors NEW YORK--BUSINESS WIRE--Feb. 13, 2003 The U.S. witnessed the worst credit conditions in a decade in 2002. The par value of bond defaults hit an astonishing $109.8 billion and recovery rates on defaulted high yield bonds languished at historically low levels. But even in the difficult...
- Research articles 2003-02-13
- As Good as It Gets: U.S. High Yield Default Rate Ends 2004 at 1.5%
- This paper includes a survey of credit measures for speculative grade companies; an update of recovery rate trends for loans and bonds in the improved credit climate of 2003-2004; and, in light of the heavy high yield bond issuance volumes of 2002-2004, a look at the common belief that such...
- White papers 2005-02-18
- Business slams rate rise, but there are more on the way
- Business groups have strongly criticised the Reserve Bank's decision to increase the official cash rate by 25 basis points to 3.25%, saying Australia's economic recovery remains fragile. But their complaints are likely to fall on deaf ears, with most economists tipping the RBA will lift rates again in early November....
- News items 2009-10-06
- U.S. Jobless Rate Surges to 10.2 Percent
- By Lucia MutikaniWASHINGTON (Reuters) - The U.S. jobless rate unexpectedly jumped to 10.2 percent last month, a 26-1/2-year high, adding to pressure on the Obama administration to do more to tackle unemployment even as signs of recovery mount.The Labor Department said on Friday that employers cut 190,000 jobs in October,...
- News items 2009-11-06
- Jobless Rate Surges to 10.2 Percent
- By Lucia MutikaniWASHINGTON (Reuters) - The U.S. jobless rate unexpectedly jumped to 10.2 percent last month, a 26-1/2-year high, adding to pressure on the Obama administration to do more to tackle unemployment even as signs of recovery mount.The Labor Department said on Friday that employers cut 190,000 jobs in October,...
- News items 2009-11-07
- U.S. Jobless Rate at 26 Year Record
- By Lucia MutikaniWASHINGTON (Reuters UK) - The U.S. jobless rate unexpectedly jumped to 10.2 percent last month, a 26-1/2-year high, adding to pressure on the Obama administration to do more to tackle unemployment even as signs of recovery mount.The Labour Department said on Friday that employers cut 190,000 jobs in...
- News items 2009-11-07
- After the recovery, higher interest rates will hurt growth: Gottliebsen
- The American stock market is having difficulty deciding whether the dramatic July 27 doctrine announced by President Obama heralds a genuine change in direction. On that date, Obama called for a reduction in the spending of American consumers and an increase in the spending of Chinese consumers. On the President's...
- News items 2009-08-10
- Analysis: The Fed's Rate Decision and Exit Strategy
- Editor's Note: Economist Mark Thoma is guest-blogging for The Macro View this week. After its rate setting meeting today, the Fed announced that it "will maintain the target range for the federal funds rate at 0 to 1/4 percent," and that it "continues to anticipate that economic...
- Blog posts 2009-09-23
- Whose Recovery Is This?
- Like most recoveries, this has been an uneven one. Wall Street, women, and older workers are thriving, while Main Street, men, and younger workers are simply surviving. Our scorecard shows some of the recovery?s biggest winners and losers so far. Here’s another option: Just ask...
- Articles 2009-11-05
- Economics: Recovery is incremental, but nowhere near business as usual
- The Chancellor will deliver his pre-Budget report three weeks before Christmas probably his last in this Parliament. Since it will cover the period beyond the 2010 election, it will be examined for hints of the government's election manifesto. And it comes hard on the heels of the Bank of...
- News items 2009-11-25
- The Coming Jobless Recovery
- Now we are getting the clearest indication yet that we are headed for a jobless recovery. A total of 467,000 jobs were eliminated in June, bringing the jobless rate to 9.5 percent from 9.4 percent in May, according to the Labor Department. The jobless rate was the...
- Blog posts 2009-07-02
- << Previous
- page 1 of 1
- Next >>
