Fundamentals-Based Estimation of Default Probabilities: A Survey
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Bibliographische Detailangaben
Beteilige Person: Chan-Lau, Jorge A. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Washington, D.C International Monetary Fund 2006
Schriftenreihe:IMF Working Papers Working Paper No. 06/149
Links:http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
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http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
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http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
http://elibrary.imf.org/view/IMF001/02691-9781451864090/02691-9781451864090/02691-9781451864090.xml
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Abstract: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
Umfang:1 Online-Ressource (20 p)
ISBN:1451864094
9781451864090