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Structural rfv: recovery form and defaultable debt analysis

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Author Info
Sbuelz, A.
Guha, R. (Tilburg University, Center for Economic Research)
Abstract

Receiving the same fractional recovery of par at default for bonds of the same issuer and seniority, regardless of remaining maturity, has been labelled in the academic literature as a Recovery of Face Value at Default (RFV). Such a recovery form results from language found in typical bond indentures and is supported by empirical evidence from defaulted bond values. We incorporate RFV into an exogenous boundary structural credit risk model and compare its e ect to more typical recovery forms found in such models. We find that the chosen recovery form can significantly a ect valuation and the sensitivities produced by these models, thus having important implications for empirical studies attempting to validate structural credit risk models. We show that some features of existing structural models are a result of the recovery form assumed in the model and do not necessarily hold under an RFV recovery form. Some of our results complement those found in the literature which examines the endogeneity of the default boundary. We find that some features that may have been solely attributed to modelling the boundary as an optimal decision by the firm can be obtained in an exogenous boundary framework with RFV. This has direct implications for studies which attempt to determine whether endogenous or exogenous models are better supported empirically. We extend our results to incorporate a multifactor default-free term structure model and examine the impact of the recovery form in estimating the cost of debt capital within a structural model framework.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 37.

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Date of creation: 2003
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Handle: RePEc:dgr:kubcen:200337

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Find related papers by JEL classification:
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Jean Helwege & Christopher M. Turner, 1999. "The Slope of the Credit Yield Curve for Speculative-Grade Issuers," Journal of Finance, American Finance Association, vol. 54(5), pages 1869-1884, October. [Downloadable!] (restricted)
  2. Hua He, 2000. "Modeling Term Structures of Swap Spreads," Yale School of Management Working Papers ysm150, Yale School of Management. [Downloadable!]
  3. Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  4. Leland, Hayne E, 1994. " Corporate Debt Value, Bond Covenants, and Optimal Capital Structure," Journal of Finance, American Finance Association, vol. 49(4), pages 1213-52, September. [Downloadable!] (restricted)
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  5. Black, Fischer & Cox, John C, 1976. "Valuing Corporate Securities: Some Effects of Bond Indenture Provisions," Journal of Finance, American Finance Association, vol. 31(2), pages 351-67, May. [Downloadable!] (restricted)
  6. Brennan, Michael J. & Schwartz, Eduardo S., 1980. "Analyzing Convertible Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(04), pages 907-929, November. [Downloadable!]
  7. Jarrow, Robert A & Turnbull, Stuart M, 1995. " Pricing Derivatives on Financial Securities Subject to Credit Risk," Journal of Finance, American Finance Association, vol. 50(1), pages 53-85, March. [Downloadable!] (restricted)
  8. Viral V. Acharya & Jennifer N. Carpenter, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(5), pages 1355-1383.
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  9. Longstaff, Francis A & Schwartz, Eduardo S, 1995. " A Simple Approach to Valuing Risky Fixed and Floating Rate Debt," Journal of Finance, American Finance Association, vol. 50(3), pages 789-819, July. [Downloadable!] (restricted)
  10. Duffie, Darrell & Singleton, Kenneth J, 1999. "Modeling Term Structures of Defaultable Bonds," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(4), pages 687-720.
  11. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
  12. Jarrow, Robert A & Lando, David & Turnbull, Stuart M, 1997. "A Markov Model for the Term Structure of Credit Risk Spreads," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 10(2), pages 481-523.
  13. Gregory R. Duffee, 1998. "The Relation Between Treasury Yields and Corporate Bond Yield Spreads," Journal of Finance, American Finance Association, vol. 53(6), pages 2225-2241, December. [Downloadable!] (restricted)
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  1. Campi, Luciano & Polbennikov, Simon & Sbuelz, Alessandro, 2005. "Assessing credit with equity : a CEV model with jump to default," Discussion Paper 27, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Campi, Luciano & Sbuelz, Alessandro, 2005. "Close-form pricing of benchmark equity default swaps under the CEV assumption," Discussion Paper 28, Tilburg University, Center for Economic Research. [Downloadable!]
  3. Luciano Campi & Simon Polbennikov & Sbuelz, 2005. "Assessing Credit with Equity: A CEV Model with Jump to Default," Working Papers 24, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
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