Understanding and Predicting Systemic Corporate Distress : A Machine-Learning Approach /

In this paper, we study systemic non-financial corporate sector distress using firm-level probabilities of default (PD), covering 55 economies, and spanning the last three decades. Systemic corporate distress is identified by elevated PDs across a large portion of the firms in an economy. A machine-...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Hacibedel, Burcu
अन्य लेखक: Qu, Ritong
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2022.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2022/153
विषय:
ऑनलाइन पहुंच:Full text available on IMF