1. Default Recovery Rates and LGD in Credit Risk Modeling and Practice;Altman,2011
2. The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications;Altman;J. Bus.,2005
3. Default and Recovery Risk Dependencies in a Simple Credit Risk Model;Bade;Eur. Financial Manag.,2011
4. Principles for the Management of Credit Risk;BCBS,2000
5. An Explanatory Note on the Basel II IRB Risk Weight Functions;BCBS,2005