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2. Corporate Loan Recovery Rates under Downturn Conditions in a Developing Economy: Evidence from Zimbabwe. (2022). Gumbo, Victor ; Sibanda, Mabutho ; Matenda, Frank Ranganai ; Chikodza, Eriyoti.
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3. Time to resolve insolvency and political elections. (2022). ben Jabeur, Sami ; Scherer, Robert F ; Stef, Nicolae.
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4. Regulatory Estimates for Defaulted Exposures: A Case Study of Spanish Mortgages. (2021). Fernandez-Aguado, Pilar Gomez ; Gonzalez, Marta Ramos ; Urea, Antonio Partal.
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5. Time matters: How default resolution times impact final loss rates. (2021). Kellner, Ralf ; Betz, Jennifer ; Rosch, Daniel.
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6. Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation. (2018). Kellner, Ralf ; Betz, Jennifer ; Rosch, Daniel.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:271:y:2018:i:3:p:1113-1144.

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7. Proposal on ELBE and LGD in-default: tackling capital requirements after the financial crisis. (2018). Fernandez-Aguado, Pilar Gomez ; Gonzalez, Marta Ramos ; Urea, Antonio Partal.
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8. Downturn LGD modeling using quantile regression. (2017). Kruger, Steffen ; Rosch, Daniel.
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1. Does size matter? Examining the probability of firm emergence from bankruptcy. (2024). Krishnamurti, Chandrasekhar ; Rashid, Afzalur ; Shams, Syed ; Zikri, Miftah.
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   RePEc:bla:irvfin:v:24:y:2024:i:4:p:669-713.

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2. Secured and unsecured debt in creditor-friendly bankruptcy. (2023). Naqvi, Hassan ; Franois, Pascal.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000627.

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3. Explainable models of credit losses. (2021). Bastos, João ; Matos, Sara M.
   In: Working Papers REM.
   RePEc:ise:remwps:wp01612021.

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4. Could Chapter 11 redeem itself? Wealth and welfare effects of the redemption option. (2021). Franois, Pascal ; Breton, Michele ; Annabi, Amira.
   In: International Review of Law and Economics.
   RePEc:eee:irlaec:v:67:y:2021:i:c:s0144818821000296.

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5. Strategic bank closure and deposit insurance valuation. (2020). Wong, Tat Wing ; Leung, Kwai Sun ; Terence, Ka Wai.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:285:y:2020:i:1:p:96-105.

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6. CEO turnover and bankrupt firms’ emergence. (2020). Zhou, Qing ; Keng, Kelvin Jui ; Liu, Chelsea ; Lin, Beiqi.
   In: Journal of Business Finance & Accounting.
   RePEc:bla:jbfnac:v:47:y:2020:i:9-10:p:1238-1267.

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7. FinTech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk. (2019). Bazarbash, Majid.
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   RePEc:imf:imfwpa:2019/109.

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8. Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation. (2019). Grenadier, Steven R ; Antill, Samuel.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:133:y:2019:i:1:p:198-224.

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9. An Indicator of Credit Crunch using Italian Business Surveys. (2018). Ventura, Marco ; MARGANI, PATRIZIA ; Girardi, Alessandro.
   In: MPRA Paper.
   RePEc:pra:mprapa:88839.

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10. The determinants of bank loan recovery rates in good times and bad -- new evidence. (2018). Forbes, Catherine ; Fenech, Jean-Pierre ; Vaz, John ; Wang, Hong.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2018-7.

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11. Loss functions for LGD model comparison. (2018). Leymarie, Jérémy ; Hurlin, Christophe ; Patin, Antoine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01516147.

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12. Loss given default adjusted workout processes for leases. (2018). Miller, Patrick ; Tows, Eugen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:91:y:2018:i:c:p:189-201.

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13. Exposure at default modeling – A theoretical and empirical assessment of estimation approaches and parameter choice. (2018). Usselmann, Piet ; Hibbeln, Martin Thomas ; Gurtler, Marc.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:91:y:2018:i:c:p:176-188.

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14. Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation. (2018). Kellner, Ralf ; Betz, Jennifer ; Rosch, Daniel.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:271:y:2018:i:3:p:1113-1144.

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15. Improving corporate bond recovery rate prediction using multi-factor support vector regressions. (2018). Fabozzi, Frank ; Heidenreich, Konstantin ; Nazemi, Abdolreza.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:271:y:2018:i:2:p:664-675.

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16. Loss functions for Loss Given Default model comparison. (2018). Leymarie, Jérémy ; Hurlin, Christophe ; Patin, Antoine.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:268:y:2018:i:1:p:348-360.

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17. Time-varying ratings for international football teams. (2018). Baker, Rose D ; McHale, Ian G.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:267:y:2018:i:2:p:659-666.

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18. The determinants of bank loan recovery rates in good times and bad - new evidence. (2018). Forbes, Catherine ; Fenech, Jean-Pierre ; Vaz, John ; Wang, Hong.
    In: Papers.
    RePEc:arx:papers:1804.07022.

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19. PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES. (2017). Chellathurai, Thamayanthi.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500236.

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20. Local logit regression for recovery rate. (2017). GAO, Jiti ; Silvapulle, Param ; Sopitpongstorn, Nithi.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2017-19.

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21. The Time Dimension of the Links Between Loss Given Default and the Macroeconomy. (2017). Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelta.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:67:y:2017:i:6:p:462-491.

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22. Downturn LGD modeling using quantile regression. (2017). Kruger, Steffen ; Rosch, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:79:y:2017:i:c:p:42-56.

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23. Forecasting loss given default of bank loans with multi-stage model. (2017). Tanoue, Yuta ; Yamashita, Satoshi ; Kawada, Akihiro .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:2:p:513-522.

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24. Is it obligor or instrument that explains recovery rate: Evidence from US corporate bond. (2017). Yao, Xiao ; Crook, Jonathan ; Andreeva, Galina.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:28:y:2017:i:c:p:1-15.

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25. Enhancing two-stage modelling methodology for loss given default with support vector machines. (2017). Yao, Xiao ; Crook, Jonathan ; Andreeva, Galina.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:263:y:2017:i:2:p:679-689.

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26. Fuzzy decision fusion approach for loss-given-default modeling. (2017). Fabozzi, Frank ; Heidenreich, Konstantin ; Pour, Farnoosh Fatemi ; Nazemi, Abdolreza.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:262:y:2017:i:2:p:780-791.

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27. The time dimension of the links between loss given default and the macroeconomy. (2017). Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Konen, Toma ; Belyaeva, Aelita .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172037.

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28. The recovery rate for retail and commercial customers in Germany: a look at collateral and its adjusted market values. (2016). Ingermann, Peter-Hendrik ; Hesse, Frederik ; Belorgey, Christian ; Pfingsten, Andreas.
    In: Business Research.
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29. A Two-Stage Probit Model for Predicting Recovery Rates. (2016). Hwang, Ruey-Ching ; Chung, Huimin.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:50:y:2016:i:3:d:10.1007_s10693-015-0231-0.

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30. Large-Scale Loan Portfolio Selection. (2016). Giesecke, Kay ; Sirignano, Justin A ; Tsoukalas, Gerry.
    In: Operations Research.
    RePEc:inm:oropre:v:64:y:2016:i:6:p:1239-1255.

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31. Default resolution and access to fresh credit in an emerging market. (2016). Harris, Mark ; Durand, Robert B ; Hussain, Inayat .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:256-274.

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32. What drives the time to resolution of defaulted bank loans?. (2016). Kellner, Ralf ; Betz, Jennifer ; Rosch, Daniel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:7-31.

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33. A dynamic program for valuing corporate securities. (2016). Fakhfakh, Tarek ; Ayadi, Mohamed A ; Ben-Ameur, Hatem.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:249:y:2016:i:2:p:751-770.

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34. Optimal default and liquidation with tangible assets and debt renegotiation. (2015). Suzuki, Teruyoshi ; Goto, Makoto.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:27:y:2015:i:1:p:16-27.

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35. Determinants of business loan default in Ghana. (2015). Portia, Bosompra ; Kofi, Akwaa-Sekyi Ellis .
    In: MPRA Paper.
    RePEc:pra:mprapa:71961.

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36. Optimal default and liquidation with tangible assets and debt renegotiation. (2015). Suzuki, Teruyoshi ; Goto, Makoto.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:27:y:2015:i:c:p:16-27.

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37. Support vector regression for loss given default modelling. (2015). Yao, Xiao ; Crook, Jonathan ; Andreeva, Galina.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:240:y:2015:i:2:p:528-538.

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38. Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state. (2014). Van Gestel, Tony ; Tobback, Ellen ; Martens, David ; Baesens, Bart.
    In: Journal of the Operational Research Society.
    RePEc:pal:jorsoc:v:65:y:2014:i:3:p:376-392.

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39. Heterogeneous Beliefs and the Choice Between Private Restructuring and Formal Bankruptcy. (2014). Raviv, Alon ; Franois, Pascal.
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    RePEc:lvl:lacicr:1401.

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40. Ensemble Predictions of Recovery Rates. (2014). Bastos, João.
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    RePEc:kap:jfsres:v:46:y:2014:i:2:p:177-193.

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41. Loss given default for leasing: Parametric and nonparametric estimations. (2014). Hartmann-Wendels, Thomas ; Miller, Patrick ; Tows, Eugen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:364-375.

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42. Ultimate recovery mixtures. (2014). Altman, Edward ; Kalotay, Egon A..
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    RePEc:eee:jbfina:v:40:y:2014:i:c:p:116-129.

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43. Behavioral credit scoring model for technology-based firms that considers uncertain financial ratios obtained from relationship banking. (2013). Kim, Yoon ; Sohn, SO.
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44. Improvements in loss given default forecasts for bank loans. (2013). Hibbeln, Martin ; Gurtler, Marc.
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    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2354-2366.

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45. Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system. (2013). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:227-240.

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46. Effects of debt collection practices on loss given default. (2013). Jang, Youngmin ; Han, Chulwoo.
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    RePEc:eee:jbfina:v:37:y:2013:i:1:p:21-31.

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47. A zero-adjusted gamma model for mortgage loan loss given default. (2013). Tong, Edward N. C., ; Thomas, Lyn ; Mues, Christophe.
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48. Ensemble predictions of recovery rates. (2013). Bastos, João.
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49. Estimating bank loans loss given default by generalized additive models. (2012). Calabrese, Raffaella.
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50. Regression Model for Proportions with Probability Masses at Zero and One. (2012). Calabrese, Raffaella.
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51. What happens after corporate default? Stylized facts on access to credit. (2012). Richmond, Christine ; Dias, Daniel ; Bonfim, Diana.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2007-2025.

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52. Game theoretic analysis of negotiations under bankruptcy. (2012). Franois, Pascal ; Breton, Michele ; Annabi, Amira.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:221:y:2012:i:3:p:603-613.

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53. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic. (2012). Vojtek, Martin ; Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelita .
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54. Pitfalls in modeling loss given default of bank loans. (2011). Hibbeln, Martin ; Gurtler, Marc.
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55. What Happens After Default? Stylized Facts on Access to Credit. (2011). Richmond, Christine ; Dias, Daniel ; Bonfim, Diana.
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56. Capital requirements under the credit risk-based framework. (2011). Anto, Paula ; Lacerda, Ana .
    In: Journal of Banking & Finance.
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57. A computational approach to pricing a bank credit line. (2011). Ingram, Matt ; Stanhouse, Bryan ; Schwarzkopf, Al.
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58. Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe. (2011). Pesola, Jarmo.
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59. Comparison of modeling methods for Loss Given Default. (2011). Zhao, Xinlei ; Qi, Min.
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60. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
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61. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
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