Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates

Gurdip Bakshi; Dilip Madan; Frank Zhangc

doi:s://www.fdic.gov/

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Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates

08/10/2006
By Gurdip Bakshi ; Dilip Madan ; Frank Zhangc
Series: Center for Financial Research Working Paper
Research Publications

[PDF-859.72 KB]

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Alternative Title:

No. 2006-06
Publisher's site:

https://www.fdic.gov/
Personal Author:

Gurdip Bakshi ; Dilip Madan ; Frank Zhangc

Gurdip Bakshi ; Dilip Madan ; Frank Zhangc Less -
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

33
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Center for Financial Research Working Paper
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https://www.fdic.gov/analysis/cfr/working-papers/2006/2006-06.pdf
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PDF
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urn:sha256:95e794253cce752f956ef9a60f04f28d24c4cbf887bf8a23f06bb5ede1429442
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https://archive.fdic.gov/view/fdic/12028/fdic_12028_DS1.pdf
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Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates

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