Bankruptcy, credit risk, and high yield junk bonds /
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| 格式: | 图书 |
| 语言: | English |
| 出版: |
Malden, Mass. ; Oxford :
Blackwell,
2002.
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| 主题: |
书本目录:
- Foreword / J. Fred Weston
- Introduction - Corporate Bankruptcy and Financial Markets: An Overview
- Pt. I. Distress Prediction Models and Some Applications. 1. Predicting Financial Distress of Companies: Revisiting the Z-Score and ZETA Models. 2. Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress / Edward I. Altman, Halina Frydman and Duen-Li Kao. 3. Corporate Distress Diagnosis: Comparisons Using Linear Discriminant Analysis and Neural Networks (The Italian Experience) / Edward I. Altman, Giancarlo Marco and Franco Varetto. 4. Business Failure Classification Models: An International Survey / Edward I. Altman and Paul Narayanan. 5. Emerging Market Corporate Bonds - A Scoring System / Edward I. Altman, John Hartzell and Matthew Peck. 6. Managing a Return to Financial Health / Edward I. Altman and James K. La Fleur. 7. Valuation, Loss Reserves, and Pricing of Commercial Loans. 8. An Economic and Statistical Analysis of The Failing Company Doctrine / Edward I. Altman and Laurie S. Goodman
- Pt. II. Credit Risk Management. 9. Credit-Risk Measurement and Management: The Ironic Challenge in the Next Decade / Edward I. Altman, John B. Caouette and Paul Narayanan. 10. Credit Risk Measurement: Developments Over the Last 20 Years / Edward I. Altman and Anthony Saunders. 11. Measuring Corporate Bond Mortality and Performance. 12. Default Rates in the Syndicated Bank Loan Market: A Mortality Analysis / Edward I. Altman and Heather J. Suggitt. 13. Almost Everything You Wanted to Know About Recoveries on Defaulted Bonds / Edward I. Altman and Vellore M. Kishore. 14. Do Seniority Provisions Protect Bondholders' Investments? / Edward I. Altman and Allan C. Eberhart. 15. Aggregate Influences on Business Failure Rates. 16. An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings / Edward I. Altman and Anthony Saunders
- Pt. III. High Yield "Junk" Bonds and Distressed Securities. 17. The Default Rate Experience on High-Yield Corporate Debt / Edward I. Altman and Scott A. Nammacher. 18. A Yield Premium Model for the High-Yield Debt Market / Edward I. Altman and Joseph C. Bencivenga. 19. Should We Regulate Junk Bonds? 20. The High Yield Bond Market: A Decade of Assessment, Comparing 1990 with 2000. 21. The Implications of Corporate Bond Ratings Drift / Edward I. Altman and Duen-Li Kao. 22. Investing in Distressed Securities: The Anatomy of Defaulted Debt and Equities. 23. Defaults and Returns on High Yield Bonds: Analysis Through 2000 and Default Outlook / Edward I. Altman and Brenda Karlin. 24. Market Size and Investment Performance of Defaulted Bonds and Bank Loans: 1987-2000 / Edward I. Altman and Keith Cyrus
- Pt. IV. Bankruptcy and Firm Valuation. 25. A Further Empirical Investigation of the Bankruptcy Cost Question. 26. Firm Valuation and Corporate Leveraged Restructurings / Edward I. Altman and Roy C. Smith. 27. Evaluating the Chapter 11 Bankruptcy-Reorganization Process. 28. Financial Distress and Restructuring Models / Edward I. Altman, Yehning Chen and J. Fred Weston.