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Fundamentals-based estimation of default probabilities : a survey /
This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making institutions. The models are especially useful when the firms analyzed do not have publ...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund, Monetary and Financial Systems Dept.,
©2006.
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| Colección: | IMF working paper ;
WP/06/149. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making institutions. The models are especially useful when the firms analyzed do not have publicly traded securities or secondary market prices are unreliable because of low liquidity. |
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| Descripción Física: | 1 online resource (18 pages) : illustrations |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 1282392247 9781282392243 9781452702568 145270256X 146234173X 9781462341733 1452751153 9781452751153 9786613820679 6613820679 |
| ISSN: | 2227-8885 ; |