Dynamic locomotion on unstructured and uneven terrain is a challenging task in legged robotics. Especially when it comes to slippery ground conditions, common state estimation and control algorithms suffer from the usual no-slip assumption. In fact, there has been only little research on this subject. This paper addresses the problem of slipping by treating slip detection and recovery tasks separately. Our contribution to the former is a probabilistic slip estimator based on aHidden Markov Model. In the second part of this paper, we propose impedance control and friction modulation as useful tools to recover stability during traction loss. We demonstrate the success of our estimation/control architecture by enabling ANYmal, a quadrupedal torque-controllable robot, to dynamically walk over slippery terrain.