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...
| Hovedforfatter: | Chan-Lau, Jorge |
|---|---|
| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| Serier: | IMF Working Papers; Working Paper ;
No. 2006/149 |
| Online adgang: | Full text available on IMF |
Lignende værker
-
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance /
af: Chan-Lau, Jorge
Udgivet: (2006) -
Brady Bonds and Default Probabilities /
af: Izvorski, Ivailo
Udgivet: (1998) -
Fundamentals of Probability And Probability Distributions
af: M. Kumar Roy, Dulal C. Roy -
Is Systematic Default Risk Priced in Equity Returns? : A Cross-Sectional Analysis Using Credit Derivatives Prices /
af: Chan-Lau, Jorge
Udgivet: (2006) -
Bottom-Up Default Analysis of Corporate Solvency Risk : An Application to Latin America /
af: Chan-Lau, Jorge
Udgivet: (2017)