Atti 34. Convegno internazionale della ceramica 2001

• Record Nr.: UNICASBVE0264660
• Autore: Convegno internazionale della ceramica : <34. : ; 2001
• Pubbl/distr/stampa: Albisola, : Centro ligure per la storia della ceramica; Firenze, : All'insegna del giglio, [2002]
• ISBN: 8878142875
• Descrizione fisica: 164 p. : ill. ; 24 cm
• Disciplina: 739
• Soggetti: Ceramica - Congressi - 2001
• Lingua di pubblicazione: Italiano
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Tenuto a Savona

Fundamentals-Based Estimation of Default Probabilities - A Survey / / Jorge Chan-Lau

• Record Nr.: UNINA9910788522203321
• Autore: Chan-Lau Jorge
• Pubbl/distr/stampa: Washington, D.C. : , : International Monetary Fund, , 2006
• ISBN: 1-4623-4173-X; 1-4527-5115-3; 1-282-39224-7; 9786613820679; 1-4527-0256-X
• Descrizione fisica: 1 online resource (20 p.)
• Collana: IMF Working Papers
• Soggetti: Corporations - Evaluation - Econometric models; Default (Finance) - Econometric models; Econometrics; Macroeconomics; Money and Monetary Policy; Industries: Financial Services; Monetary Policy, Central Banking, and the Supply of Money and Credit: General; Econometric Modeling: General; Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data); Banks; Depository Institutions; Micro Finance Institutions; Mortgages; Monetary economics; Econometrics & economic statistics; Economic growth; Finance; Credit; Econometric models; Business cycles; Loans; Credit ratings; United States
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: "June 2006."
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: ""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES""
• Sommario/riassunto: 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.