Fundamentals-Based Estimation of Default Probabilities : A Survey /

This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making institutions. The models are especially useful when the firms analyzed do not have publ...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Chan-Lau, Jorge
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2006.
Cyfres:IMF Working Papers; Working Paper ; No. 2006/149
Mynediad Ar-lein:Full text available on IMF