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...

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Xehetasun bibliografikoak
Egile nagusia: Chan-Lau, Jorge
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2006.
Saila:IMF Working Papers; Working Paper ; No. 2006/149
Sarrera elektronikoa:Full text available on IMF
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100 1 |a Chan-Lau, Jorge. 
245 1 0 |a Fundamentals-Based Estimation of Default Probabilities :   |b A Survey /  |c Jorge Chan-Lau. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2006. 
300 |a 1 online resource (20 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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 publicly traded securities or secondary market prices are unreliable because of low liquidity. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2006/149 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2006/149/001.2006.issue-149-en.xml  |z IMF e-Library