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...
| Автор: | |
|---|---|
| Формат: | Журнал |
| Мова: | English |
| Опубліковано: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| Серія: | IMF Working Papers; Working Paper ;
No. 2006/149 |
| Онлайн доступ: | Full text available on IMF |