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Record Nr. |
UNINA9910464829003321 |
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Autore |
Chan-Lau Jorge A |
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Titolo |
Fundamentals-based estimation of default probabilities [[electronic resource] ] : a survey / / Jorge A. Chan-Lau |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
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ISBN |
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1-4623-4173-X |
1-4527-5115-3 |
1-282-39224-7 |
9786613820679 |
1-4527-0256-X |
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Descrizione fisica |
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1 online resource (20 p.) |
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Collana |
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IMF working paper ; ; WP/06/149 |
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Soggetti |
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Corporations - Evaluation - Econometric models |
Default (Finance) - Econometric models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
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