Fundamentals-Based Estimation of Default Probabilities A Survey

Author/creator Chan-Lau, Jorge A. Author
Format Electronic
Publication InfoWashington : International Monetary Fund
Description58 p.
Supplemental ContentFull text available from Ebook Central - Academic Complete

Summary Annotation 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.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
ISBN9781452702568
ISBN145270256X (E-Book) Active Record
Stock number00013468

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