Wouter Heynderickx

Joint Research Center of the European Commission

Via E. Fermi 2749

Brussels, B-1049

Belgium

KU Leuven - Department of Mathematics

Celestijnenlaan 200 B

Leuven, B-3001

Belgium

SCHOLARLY PAPERS

3

DOWNLOADS

462

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Relationship between Risk-Neutral and Actual Default Probabilities: The Credit Risk Premium

Number of pages: 19 Posted: 08 Jul 2015 Last Revised: 10 Feb 2017
Wouter Heynderickx, Jessica Cariboni, Wim Schoutens and Bert F. Smits
Joint Research Center of the European Commission, Joint Research Center of the European Commission, KU Leuven - Department of Mathematics and University of Antwerp - Department of Accounting & Finance
Downloads 378 (98,242)
Citation 2

Abstract:

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Risk-Neutral, Probability of Default (PD), Credit Risk Premium, Real Economic Value (REV), Coverage Ratio

2.

European Banks' Implied Recovery Rates

Number of pages: 30 Posted: 02 Feb 2017 Last Revised: 06 Mar 2017
Wouter Heynderickx, Jessica Cariboni, Wim Schoutens and Bert F. Smits
Joint Research Center of the European Commission, Joint Research Center of the European Commission, KU Leuven - Department of Mathematics and University of Antwerp - Department of Accounting & Finance
Downloads 84 (363,376)

Abstract:

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Implied recovery rate, Absolute priority rule violation, Debt pricing, Recovery risk, Credit derivatives

3.

Banks, Debt and Risk: Assessing the Spillovers of Corporate Taxes

Economic Inquiry, Vol. 58, Issue 2, pp. 1023-1044, 2020
Number of pages: 22 Posted: 14 May 2020
Serena Fatica, Wouter Heynderickx and Andrea Pagano
European Commission - Joint Research Centre, Joint Research Center of the European Commission and Joint Research Center of the European Commission
Downloads 0 (803,671)
Citation 1
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