An edition of Fundamentals-based estimation of default probabilities
(2006)
Fundamentals-based estimation of default probabilities
a survey
by Jorge A. Chan-Lau
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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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Subjects
Econometric models, Corporations, Evaluation, Default (Finance)| Edition | Availability |
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Fundamentals-based estimation of default probabilities: a survey
2006, International Monetary Fund, Monetary and Financial Systems Dept.
in English
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Book Details
Edition Notes
"June 2006."
Includes bibliographical references (p. 17-18).
Also available on the World Wide Web.
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History
- Created October 21, 2008
- 5 revisions
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| August 18, 2022 | Edited by ImportBot | import existing book |
| August 17, 2022 | Edited by ImportBot | import existing book |
| August 17, 2022 | Edited by ImportBot | import existing book |
| December 15, 2009 | Edited by WorkBot | link works |
| October 21, 2008 | Created by ImportBot | Imported from University of Toronto MARC record |