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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| Andre forfattere: | , , |
| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2017/133 |
| Online adgang: | Full text available on IMF |