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...
| 主要作者: | |
|---|---|
| 格式: | 杂志 |
| 语言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2006.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2006/149 |
| 在线阅读: | Full text available on IMF |