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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Chan-Lau, Jorge
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2006.
سلاسل:IMF Working Papers; Working Paper ; No. 2006/149
الوصول للمادة أونلاين:Full text available on IMF