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Two models of default risk are prominent in the financial literature: Merton's structural model and Altman's reduced-form model. The former has the benefit of being responsive, since the probabilities of default can continually be updated with the evolution of firms' asset values. Its main flaw...

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An analysis of the determinants of S&P ratings assigned to Canadian firms : application of a multinomial logit

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Financial liberalization, market discipline and bank risk

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Chile : selected issues

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