This report describes and documents LossCalc, Moody's model for predicting loss given
default (LGD): the equivalent of (1-recovery rate. LGD is of natural interest to investors and …

This paper, an update on Moody's November 1996 study, examines borrowers of bank
loans, rather than the banks that made defaulted loans. It looks at secondary market price …

We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

The market for investing in distressed and defaulted debt is continuing to receive a great
deal of attention despite the shrinkage in the supply of new securities in the last few years …

The paper here attempts to analyze the credit risk of Indian public sector bank. The risk
defined here is Credit risk I and the bank taken into consideration is State Bank of India. The …

Risk is the fundamental element that drives financial behaviour. Without risk, the financial
system would be vastly simplified. However, risk is omnipresent in the newline real world …

This study updates Moody's previous Loss Given Default (LGD) research for bank loans by
more than doubling the number of observations from the 58 in our November 1996 study to …