Corporate Financial Distress Restructuring and Bankruptcy 4th Edition by Edward, Edith Hotchkiss,Wei Wang – Ebook PDF Instant Download/Delivery: 9781119481805, 1119481805
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ISBN 10: 1119481805
ISBN 13:9781119481805
Author: Edward, Edith Hotchkiss,Wei Wang
A comprehensive look at the enormous growth and evolution of distressed debt markets, corporate bankruptcy, and credit risk models
This Fourth Edition of the most authoritative finance book on the topic updates and expands its discussion of financial distress and bankruptcy, as well as the related topics dealing with leveraged finance, high-yield, and distressed debt markets. It offers state-of-the-art analysis and research on U.S. and international restructurings, applications of distress prediction models in financial and managerial markets, bankruptcy costs, restructuring outcomes, and more.
Corporate Financial Distress Restructuring and Bankruptcy 4th Table of contents:
PART One: The Economic and Legal Framework of Corporate Restructuring and Bankruptcy
CHAPTER 1: Corporate Financial Distress
REASONS FOR CORPORATE FAILURES
BANKRUPTCY AND REORGANIZATION THEORY
DISTRESSED RESTRUCTURING IN A NUTSHELL
THE DISTRESSED RESTRUCTURING INDUSTRY PLAYERS
BANKRUPTCY FILINGS
CHAPTER 22 DEBTORS AND BANKRUPTCY SUCCESS
DISTRESS INVESTING
NOTES
CHAPTER 2: An Introduction to Leveraged Finance
LEVERAGED LOANS: OVERVIEW
LENDER PROTECTION
HIGH‐YIELD BONDS
DEBT SUBORDINATION
NOTES
CHAPTER 3: An Overview of the U.S. Bankruptcy Process
EVOLUTION OF THE U.S. BANKRUPTCY PROCESS
A PRIMER ON CHAPTER 11
OTHER KEY ASPECTS OF CHAPTER 11
ABI COMMISSION REPORT OF 2014
NOTES
CHAPTER 4: Restructuring Out‐of‐Court and the Cost of Financial Distress
COSTS OF FINANCIAL DISTRESS
RESTRUCTURING OUT OF COURT
NOTES
CHAPTER 5: Valuation of Distressed Firms
VALUATION METHODOLOGIES
USING ESTIMATED VALUES IN BANKRUPTCY
HOW WELL DO VALUATION MODELS WORK FOR DISTRESSED FIRMS?
NOTES
CHAPTER 6: Corporate Governance in Distressed Firms
MANAGER, CREDITOR, AND SHAREHOLDER INTERESTS
CREDITOR CONTROL RIGHTS
CHANGES IN CONTROL AND IMPACT OF CLAIMS TRADING
CEOS, BOARDS, AND LABOR MARKETS
COLLECTIVE BARGAIN AGREEMENTS (CBA) AND EMPLOYEE BENEFITS
NOTES
CHAPTER 7: Bankruptcy Outcomes
OUTCOMES OF CHAPTER 11 CASES
POSTBANKRUPTCY PERFORMANCE
IMPLICATIONS FOR EFFICIENCY OF CHAPTER 11
NOTES
CHAPTER 8: International Evidence
CHINA
FRANCE
GERMANY
INDIA
JAPAN
SWEDEN
THE UNITED KINGDOM (ENGLAND AND WALES)
CROSS‐BORDER INSOLVENCIES
NOTES
PART Two: High‐Yield Debt, Prediction of Corporate Distress, and Distress Investing
CHAPTER 9: The High‐Yield Bond Market
CHAPTER 10: A 50‐Year Retrospective on Credit Risk Models, the Altman Z‐Score Family of Models, and Their Applications to Financial Markets and Managerial Strategies
THE EVOLUTION OF CORPORATE CREDIT SCORING SYSTEMS
FROM A SCORING MODEL TO DEFAULT PREDICTION
SCHOLARLY IMPACT
FINANCIAL DISTRESS PREDICTION APPLICATIONS
CONCLUSION
NOTES
CHAPTER 11: Applications of Distress Prediction Models
NOTES
CHAPTER 12: Distress Prediction Models
NOTE
CHAPTER 13: A Bottom‐Up Approach to Assessing Sovereign Default Risk
NOTES
CHAPTER 14: The Anatomy of Distressed Debt Markets
SIZE OF THE DISTRESSED AND DEFAULTED DEBT MARKET
DISTRESSED SECURITIES INVESTORS
CAPITAL STRUCTURE ARBITRAGE
CONCLUSION
NOTES
CHAPTER 15: Investing in Distressed Firm Securities
LITERATURE REVIEW
MEASURING AND INVESTING IN DEFAULTED AND DISTRESSED DEBT SECURITIES
CONCLUSION
NOTES
CHAPTER 16: Modeling and Estimating Recovery Rates
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