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Default rates in the syndicated bank loan market: A mortality analysis

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Author Info
Altman, Edward I.
Suggitt, Heather J.
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File URL: http://www.sciencedirect.com/science/article/B6VCY-3Y3XP78-9/2/df652953a97cc8399d68312df64510b6
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Publisher Info
Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 24 (2000)
Issue (Month): 1-2 (January)
Pages: 229-253
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Handle: RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:229-253

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  1. Jonathan D. Jones & William W. Lang & Peter Nigro, 2001. "Recent trends in bank loan syndications: evidence for 1995-1999," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 328-352.
  2. Mark Carey, 2000. "Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements," NBER Working Papers 7629, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Siem Jan Koopman & André Lucas & Robert J. Daniels, 2005. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," DNB Working Papers 055, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:
  4. Yener Altunbaş & Alper Kara & David Marqués-Ibáñez, 2009. "Large debt financing: syndicated loans versus corporate bonds," Working Paper Series 1028, European Central Bank. [Downloadable!]
  5. Mark Carey, 2000. "Dimensions of credit risk and their relationship to economic capital requirements," Finance and Economics Discussion Series 2000-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  6. Jarko Fidrmuc & Christa Hainz & Anton Malesich, 2006. "Default Rates in the Loan Market for SMEs: Evidence from Slovakia," William Davidson Institute Working Papers Series wp854, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    Other versions:
  7. Rudiger Kiesel & William Perraudin & Alex Taylor, . "The structure of credit risk: spread volatility and ratings transitions," Bank of England working papers 131, Bank of England. [Downloadable!]
  8. Carling , Kenneth & Lundberg, Sofia, 2002. "Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle," Working Paper Series 144, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  9. Katheryn N. Russ & Diego Valderrama, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," NBER Working Papers 15454, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  10. Mark Carey & Mark Hrycay, 2000. "Parameterizing credit risk models with rating data," Finance and Economics Discussion Series 2000-47, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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