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Book Cover
E-book
Author Chan-Lau, Jorge A

Title Fundamentals-Based Estimation of Default Probabilities - A Survey Jorge A Chan-Lau
Published Washington, D.C. : International Monetary Fund, 2006

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Description 1 online resource (20 pages)
Series 1\ IMF Working Papers; Working Paper ; No. 06/149, 1018-5941
IMF Working Papers; Working Paper ; No. 06/149
Summary 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
Notes Description based on print version record
Form Electronic book
ISBN 1451864094
9781451864090