GARP Short Logo
SIGN IN
Menu

Default Recovery Rates and Aggregate Fluctuations

November 21, 2019

In the US, default recovery rates are highly volatile and procyclical. Giacomo Candian and Mikhail Dmitriev propose a model that explains the substantial amount of variation.
Download White Paper

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.
red QR code.

•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2024 Global Association of Risk Professionals