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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Chan-Lau, Jorge
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2006.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2006/149
ऑनलाइन पहुंच:Full text available on IMF