Current Conditions in Global Credit Markets - NYU Stern School of ...
Current Conditions in Global Credit Markets - NYU Stern School of ...
Current Conditions in Global Credit Markets - NYU Stern School of ...
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Changes <strong>in</strong> the <strong>Credit</strong> Environment:<br />
Are Historical Default and Recovery<br />
Estimates Still Relevant?<br />
Default and Recovery Forecast<strong>in</strong>g Models<br />
• Macro-Economic Models: Default Probabilities<br />
• Mortality Rate Models: Default Probabilities<br />
• Recovery Rate Models: Loss-Given-Default<br />
• Distressed Debt Market Size Estimate<br />
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