Bottom-Up Default Analysis of Corporate Solvency Risk : An Application to Latin America /

Bottom-Up Default Analysis of Corporate Solvency Risk : An Application to Latin America /

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 as...

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Bibliografiske detaljer
Hovedforfatter:	Chan-Lau, Jorge
Andre forfattere:	Lim, Cheng, Rodriguez-Delgado, Jose Daniel, Sutton, Bennett
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2017.
Serier:	IMF Working Papers; Working Paper ; No. 2017/133
Online adgang:	Full text available on IMF

Lignende værker

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