Skip to main content

Extreme Correlation Between Default and Recovery Rates

Yen-Ting Hu is a Risk Specialist at Standard and Poor's Risk Solutions.
Event information
Date 1 December 2003
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

She is also a PhD candidate in Finance from Birkbeck College, University of London, and earned her MSc from City University (London) with distinction. Her research interests include empirical modelling of credit ratings and recovery rates with emphasis on the application of non-parametric methods and extreme value theory.

You might also like

Finance Research Webinar by Dr. Fahad Saleh

30 April 2025 · Research Seminars Webinars
Dr. Saleh will present a paper titled: “An Economic Model of the L1-L2 Interaction" which is joint work with Cam Harvey (Duke) and Ruslan Sverchkov (Warwick).
Business professionals Researchers

Finance Research Seminar by Dr. Monika Tarsalewska

7 May 2025 · Research Seminars
Dr. Monika Tarsalewska is a Senior Lecturer in Finance at the University of Exeter. She is also the Deputy Director of Exeter Sustainable Finance Centre.
Business professionals Researchers

Finance Research Seminar by Prof. Patrick Gagliardini

14 May 2025 · Research Seminars
Prof. Patrick Gagliardini is Professor of Econometrics and Vice-Rector for Research at the Università della Svizzera Italiana (USI). He has also previously served there as Dean of the Faculty of Economics.
Business professionals Researchers