破産、信用リスクと高利回りジャンク債<br>Bankruptcy, Credit Risk, and High Yield Junk Bonds

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破産、信用リスクと高利回りジャンク債
Bankruptcy, Credit Risk, and High Yield Junk Bonds

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  • 製本 Hardcover:ハードカバー版/ページ数 540 p.
  • 言語 ENG
  • 商品コード 9780631225638
  • DDC分類 658.15

基本説明

Written by the world's leading authority on bankruptcy, corporate distress, and defaults; the creator of the widely used Z-Score model.

Full Description


This is the authoritative collection of the writings of Dr. Edward I. Altman, the worlda 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 Altmana s comprehensive introduction that places all the articles in context.

Table of Contents

        List of Figures                            vii
List of Tables ix
Contributors xvii
Foreword xxi
J. Fred Weston
Preface xxiii
Acknowledgments xxvii
Introduction -- Corporate Bankruptcy and 1 (4)
Financial Markets: An Overview
Part I: Distress Prediction Models and Some 5 (176)
Applications
Predicting Financial Distress of Companies: 7 (30)
Revisiting the Z-Score and ZETA® Models
Introducing Recursive Partitioning for 37 (23)
Financial Classification: The Case of
Financial Distress
Halina Frydman
Duen-Li Kao
Corporate Distress Diagnosis: Comparisons 60 (21)
Using Linear Discriminant Analysis and Neural
Networks (The Italian Experience)
Giancarlo Marco
Franco Varetto
Business Failure Classification Models: An 81 (50)
International Survey
Paul Narayanan
Emerging Market Corporate Bonds -- A Scoring 131 (9)
System
John Hartzell
Matthew Peck
Managing a Return to Financial Health 140 (11)
James K. La Fleur
Valuation, Loss Reserves, and Pricing of 151 (14)
Commercial Loans
An Economic and Statistical Analysis of The 165 (16)
Failing Company Doctrine
Laurie S. Goodman
Part II: Credit Risk Management 181 (116)
Credit-Risk Measurement and Management: The 183 (7)
Ironic Challenge in the Next Decade
John B. Caouette
Paul Narayanan
Credit Risk Measurement: Developments Over 190 (18)
the Last 20 Years
Anthony Saunders
Measuring Corporate Bond Mortality and 208 (13)
Performance
Default Rates in the Syndicated Bank Loan 221 (21)
Market: A Mortality Analysis
Heather J. Suggitt
Almost Everything You Wanted to Know About 242 (11)
Recoveries on Defaulted Bonds
Vellore M. Kishore
Do Seniority Provisions Protect Bondholders' 253 (12)
Investments?
Allan C. Eberhart
Aggregate Influences on Business Failure Rates 265 (13)
An Analysis and Critique of the BIS Proposal 278 (19)
on Capital Adequacy and Ratings
Anthony Saunders
Part III: High Yield ``Junk'' Bonds and 297 (144)
Distressed Securities
The Default Rate Experience on High-Yield 299 (15)
Corporate Debt
Scott A. Nammacher
A Yield Premium Model for the High-Yield Debt 314 (13)
Market
Joseph C. Bencivenga
Should We Regulate Junk Bonds? 327 (4)
The High Yield Bond Market: A Decade of 331 (14)
Assessment, Comparing 1990 with 2000
The Implications of Corporate Bond Ratings 345 (19)
Drift
Duen-Li Kao
Investing in Distressed Securities: The 364 (13)
Anatomy of Defaulted Debt and Equities
Defaults and Returns on High Yield Bonds: 377 (41)
Analysis Through 2000 and Default Outlook
Brenda Karlin
Market Size and Investment Performance of 418 (23)
Defaulted Bonds and Bank Loans: 1987--2000
Keith Cyrus
Part IV: Bankruptcy and Firm Valuation 441 (92)
A Further Empirical Investigation of the 443 (23)
Bankruptcy Cost Question
Firm Valuation and Corporate Leveraged 466 (23)
Restructurings
Roy C. Smith
Evaluating the Chapter 11 489 (16)
Bankruptcy-Reorganization Process
Financial Distress and Restructuring Models 505 (28)
Yehning Chen
J. Fred Weston
Index 533