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 publicly traded securities or secondary market prices are unreliable because of low liquidity

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Year of publication:	[2006]
Authors:	Chan-Lau, Jorge A.
Publisher:	[2006]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (20 p)
Series:	IMF Working Paper, Vol. , pp. 1-20, 2006
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2006 erstellt
Other identifiers:	10.2139/ssrn.920241 [DOI]
Classification:	C5 - Econometric Modeling ; C53 - Forecasting and Other Model Applications ; G00 - Financial Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012779717