04153oam 22010574 450 991078852220332120230829002224.01-4623-4173-X1-4527-5115-31-282-39224-797866138206791-4527-0256-X(CKB)3360000000443106(EBL)3014433(SSID)ssj0000941184(PQKBManifestationID)11547876(PQKBTitleCode)TC0000941184(PQKBWorkID)10955975(PQKB)10959743(OCoLC)694141082(MiAaPQ)EBC3014433(IMF)WPIEE2006149(EXLCZ)99336000000044310620020129d2006 uf 0engur|n|---|||||txtccrFundamentals-Based Estimation of Default Probabilities - A Survey /Jorge Chan-LauWashington, D.C. :International Monetary Fund,2006.1 online resource (20 p.)IMF Working Papers"June 2006."1-4518-6409-4 Includes bibliographical references.""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES""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.IMF Working Papers; Working Paper ;No. 2006/149CorporationsEvaluationEconometric modelsDefault (Finance)Econometric modelsEconometricsimfMacroeconomicsimfMoney and Monetary PolicyimfIndustries: Financial ServicesimfMonetary Policy, Central Banking, and the Supply of Money and Credit: GeneralimfEconometric Modeling: GeneralimfPrices, Business Fluctuations, and Cycles: General (includes Measurement and Data)imfBanksimfDepository InstitutionsimfMicro Finance InstitutionsimfMortgagesimfMonetary economicsimfEconometrics & economic statisticsimfEconomic growthimfFinanceimfCreditimfEconometric modelsimfBusiness cyclesimfLoansimfCredit ratingsimfUnited StatesimfCorporationsEvaluationEconometric models.Default (Finance)Econometric models.EconometricsMacroeconomicsMoney and Monetary PolicyIndustries: Financial ServicesMonetary Policy, Central Banking, and the Supply of Money and Credit: GeneralEconometric Modeling: GeneralPrices, Business Fluctuations, and Cycles: General (includes Measurement and Data)BanksDepository InstitutionsMicro Finance InstitutionsMortgagesMonetary economicsEconometrics & economic statisticsEconomic growthFinanceCreditEconometric modelsBusiness cyclesLoansCredit ratingsChan-Lau Jorge1462089International Monetary Fund.Monetary and Financial Systems Dept.DcWaIMFBOOK9910788522203321Fundamentals-Based Estimation of Default Probabilities - A Survey3670944UNINA