Bankruptcy, credit risk, and high yield junk bonds:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Malden, Mass.
Blackwell Publ.
2002
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | XXIX, 540 S. graph. Darst. |
| ISBN: | 0631225633 |
Internformat
MARC
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| 100 | 1 | |a Altman, Edward I. |d 1941- |e Verfasser |0 (DE-588)124062016 |4 aut | |
| 245 | 1 | 0 | |a Bankruptcy, credit risk, and high yield junk bonds |c Edward I. Altman |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Malden, Mass. |b Blackwell Publ. |c 2002 | |
| 300 | |a XXIX, 540 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Crédit - Gestion | |
| 650 | 4 | |a Faillite - Prévision | |
| 650 | 4 | |a Gestion du risque | |
| 650 | 4 | |a Obligations de pacotille | |
| 650 | 4 | |a Bankruptcy |x Forecasting | |
| 650 | 4 | |a Credit |x Management | |
| 650 | 4 | |a Junk bonds | |
| 650 | 4 | |a Risk management | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-010043419 | ||
Datensatz im Suchindex
| _version_ | 1804129613396312064 |
|---|---|
| adam_text | Contents*
List of Figures
vii
List of Tables
ix
Contributors
xvii
Foreword from J. Fred West on
xxi
Preface
xxiii
Acknowledgments
xxvii
Introduction
-
Corporate Bankruptcy and Financial Markets: An Overview
1
Part I: Distress Prediction Models and Some Applications
5
1
Predicting Financial Distress of Companies: Revisiting the Z-Score
and
ZETA®
Models
7
2
Introducing Recursive Partitioning for Financial Classification:
The Case of Financial Distress with
Halina
Frydman and Duen-Li
Kao
37
3
Corporate Distress Diagnosis: Comparisons Using Linear
Discriminant Analysis and Neural Networks (The Italian Experience)
with
Giuncarlo
Marco and Franco Varetto
60
4
Business Failure Classification Models: An International Survey
with Paul Narayanan
81
5
Emerging Market Corporate Bonds
-
A Scoring System
with John Hartzell and Matthew Peck
131
6
Managing a Return to Financial Health with James K.
La Fleur
140
7
Valuation, Loss Reserves, and Pricing of Commercial Loans
151
8
An Economic and Statistical Analysis of The Failing Company
Doctrine with Laurie S. Goodman
165
*
Unless otherwise specified articles are authored solely by Edward I.
Altman
Part II: Credit Risk Management
181
9
Credit-Risk Measurement and Management: The Ironic Challenge
in the Next Decade with John B. Caouette and Paul Narayanan
183
10
Credit Risk Measurement: Developments Over the Last
20
Years
with Anthony Saunders
190
11
Measuring Corporate Bond Mortality and Performance
208
12
Default Rates in the Syndicated Bank Loan Market: A Mortality
Analysis with Heather J. Suggitt
221
13
Almost Everything You Wanted to Know About Recoveries on
Defaulted Bonds with Vellore M. Kishore
242
14
Do Seniority Provisions Protect Bondholders Investments?
with Allan
С
Eberhart 253
15
Aggregate Influences on Business Failure Rates
265
16
An Analysis and Critique of the BIS Proposal on Capital
Adequacy and Ratings with Anthony Saunders
278
Part III: High Yield Junk Bonds and Distressed Securities
297
17
The Default Rate Experience on High-Yield Corporate Debt
with Scott A. Nammacher
299
18
A Yield Premium Model for the High-Yield Debt Market
with Joseph C. Bencivenga
314
19
Should We Regulate Junk Bonds?
327
20
The High Yield Bond Market: A Decade of Assessment,
Comparing
1990
with
2000 331
21
The Implications of Corporate Bond Ratings Drift
with Duen-Li
Kao
345
22
Investing in Distressed Securities: The Anatomy of Defaulted
Debt and Equities
364
23
Defaults and Returns on High Yield Bonds: Analysis Through
2000
and Default Outlook with Brenda
Karlin
ЪП
ТА
Market Size and Investment Performance of Defaulted Bonds and
Bank Loans:
1987-2000
with Keith Cyrus
418
Part IV: Bankruptcy and Firm Valuation
441
25
A Further Empirical Investigation of the Bankruptcy
Cost Question
443
26
Firm Valuation and Corporate Leveraged Restructurings
with Roy
С
Smith
466
27
Evaluating the Chapter
11
Bankruptcy-Reorganization Process
489
28
Financial Distress and Restructuring Models
with Yenning Chen and J. Fred Weston
505
This is the authoritative collection of the writings of Edward I.
Altman,
the world s leading
authority on bankruptcy, corporate distress, and defaults, and creator of the widely used Z-Score
model. This book contains both classic and never-before-published articles, along with
Altmans
comprehensive introduction that places all the articles in context.
The four major and related themes explored here are:
•
Distress prediction models
•
Credit risk management
•
High yield junk bonds and distressed securities
•
Bankruptcy and firm valuation
These articles and commentaries span more than thirty years of contributions to scholarly and
professional publications and for government regulatory and policy considerations.
Altmans
pioneering works have formed the basis for modern credit risk management procedures and
policies by practitioners and regulators, and have motivated and guided works from other
scholars around the globe.
|
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| spelling | Altman, Edward I. 1941- Verfasser (DE-588)124062016 aut Bankruptcy, credit risk, and high yield junk bonds Edward I. Altman 1. publ. Malden, Mass. Blackwell Publ. 2002 XXIX, 540 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Crédit - Gestion Faillite - Prévision Gestion du risque Obligations de pacotille Bankruptcy Forecasting Credit Management Junk bonds Risk management Prognose (DE-588)4047390-9 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Insolvenz (DE-588)4072843-2 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Bank (DE-588)4004436-1 s Kreditrisiko (DE-588)4114309-7 s DE-604 Insolvenz (DE-588)4072843-2 s Prognose (DE-588)4047390-9 s Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010043419&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010043419&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Altman, Edward I. 1941- Bankruptcy, credit risk, and high yield junk bonds Crédit - Gestion Faillite - Prévision Gestion du risque Obligations de pacotille Bankruptcy Forecasting Credit Management Junk bonds Risk management Prognose (DE-588)4047390-9 gnd Kreditrisiko (DE-588)4114309-7 gnd Bank (DE-588)4004436-1 gnd Insolvenz (DE-588)4072843-2 gnd |
| subject_GND | (DE-588)4047390-9 (DE-588)4114309-7 (DE-588)4004436-1 (DE-588)4072843-2 (DE-588)4143413-4 |
| title | Bankruptcy, credit risk, and high yield junk bonds |
| title_auth | Bankruptcy, credit risk, and high yield junk bonds |
| title_exact_search | Bankruptcy, credit risk, and high yield junk bonds |
| title_full | Bankruptcy, credit risk, and high yield junk bonds Edward I. Altman |
| title_fullStr | Bankruptcy, credit risk, and high yield junk bonds Edward I. Altman |
| title_full_unstemmed | Bankruptcy, credit risk, and high yield junk bonds Edward I. Altman |
| title_short | Bankruptcy, credit risk, and high yield junk bonds |
| title_sort | bankruptcy credit risk and high yield junk bonds |
| topic | Crédit - Gestion Faillite - Prévision Gestion du risque Obligations de pacotille Bankruptcy Forecasting Credit Management Junk bonds Risk management Prognose (DE-588)4047390-9 gnd Kreditrisiko (DE-588)4114309-7 gnd Bank (DE-588)4004436-1 gnd Insolvenz (DE-588)4072843-2 gnd |
| topic_facet | Crédit - Gestion Faillite - Prévision Gestion du risque Obligations de pacotille Bankruptcy Forecasting Credit Management Junk bonds Risk management Prognose Kreditrisiko Bank Insolvenz Aufsatzsammlung |
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