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|c 5.00 USD
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|z 9781484302811
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Chan-Lau, Jorge.
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|a Bottom-Up Default Analysis of Corporate Solvency Risk :
|b An Application to Latin America /
|c Jorge Chan-Lau, Cheng Lim, Jose Daniel Rodriguez-Delgado, Bennett Sutton.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2017.
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|a 1 online resource (33 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This paper suggests a novel approach to assess corporate sector solvency risk. The approach uses a Bottom-Up Default Analysis that projects probabilities of default of individual firms conditional on macroeconomic conditions and financial risk factors. This allows a direct macro-financial link to assessing corporate performance and facilitates what-if scenarios. When extended with credit portfolio techniques, the approach can also assess the aggregate impact of changes in firm solvency risk on creditor banks' capital buffers under different macroeconomic scenarios. As an illustration, we apply this approach to the corporate sector of the five largest economies in Latin America.
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|a Mode of access: Internet
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|a Lim, Cheng.
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|a Rodriguez-Delgado, Jose Daniel.
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|a Sutton, Bennett.
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|a IMF Working Papers; Working Paper ;
|v No. 2017/133
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2017/133/001.2017.issue-133-en.xml
|z IMF e-Library
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