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...
| Auteur principal: | |
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| Autres auteurs: | , , |
| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Collection: | IMF Working Papers; Working Paper ;
No. 2017/133 |
| Accès en ligne: | Full text available on IMF |