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...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2006
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Schriftenreihe: | IMF Working Papers
Working Paper No. 06/149 |
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | 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 |
Beschreibung: | 1 Online-Ressource (20 p) |
ISBN: | 1451864094 9781451864090 |
Internformat
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spelling | Chan-Lau, Jorge A. Verfasser aut Fundamentals-Based Estimation of Default Probabilities A Survey Chan-Lau, Jorge A Washington, D.C International Monetary Fund 2006 1 Online-Ressource (20 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 06/149 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 Online-Ausg http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Chan-Lau, Jorge A. Fundamentals-Based Estimation of Default Probabilities A Survey |
title | Fundamentals-Based Estimation of Default Probabilities A Survey |
title_auth | Fundamentals-Based Estimation of Default Probabilities A Survey |
title_exact_search | Fundamentals-Based Estimation of Default Probabilities A Survey |
title_exact_search_txtP | Fundamentals-Based Estimation of Default Probabilities A Survey |
title_full | Fundamentals-Based Estimation of Default Probabilities A Survey Chan-Lau, Jorge A |
title_fullStr | Fundamentals-Based Estimation of Default Probabilities A Survey Chan-Lau, Jorge A |
title_full_unstemmed | Fundamentals-Based Estimation of Default Probabilities A Survey Chan-Lau, Jorge A |
title_short | Fundamentals-Based Estimation of Default Probabilities |
title_sort | fundamentals based estimation of default probabilities a survey |
title_sub | A Survey |
url | http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml |
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