LEADER 04153oam 22010574 450 001 9910788522203321 005 20230829002224.0 010 $a1-4623-4173-X 010 $a1-4527-5115-3 010 $a1-282-39224-7 010 $a9786613820679 010 $a1-4527-0256-X 035 $a(CKB)3360000000443106 035 $a(EBL)3014433 035 $a(SSID)ssj0000941184 035 $a(PQKBManifestationID)11547876 035 $a(PQKBTitleCode)TC0000941184 035 $a(PQKBWorkID)10955975 035 $a(PQKB)10959743 035 $a(OCoLC)694141082 035 $a(MiAaPQ)EBC3014433 035 $a(IMF)WPIEE2006149 035 $a(EXLCZ)993360000000443106 100 $a20020129d2006 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFundamentals-Based Estimation of Default Probabilities - A Survey /$fJorge Chan-Lau 210 1$aWashington, D.C. :$cInternational Monetary Fund,$d2006. 215 $a1 online resource (20 p.) 225 1 $aIMF Working Papers 300 $a"June 2006." 311 $a1-4518-6409-4 320 $aIncludes bibliographical references. 327 $a""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES"" 330 3 $aThis survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making institutions. The models are especially useful when the firms analyzed do not have publicly traded securities or secondary market prices are unreliable because of low liquidity. 410 0$aIMF Working Papers; Working Paper ;$vNo. 2006/149 606 $aCorporations$xEvaluation$xEconometric models 606 $aDefault (Finance)$xEconometric models 606 $aEconometrics$2imf 606 $aMacroeconomics$2imf 606 $aMoney and Monetary Policy$2imf 606 $aIndustries: Financial Services$2imf 606 $aMonetary Policy, Central Banking, and the Supply of Money and Credit: General$2imf 606 $aEconometric Modeling: General$2imf 606 $aPrices, Business Fluctuations, and Cycles: General (includes Measurement and Data)$2imf 606 $aBanks$2imf 606 $aDepository Institutions$2imf 606 $aMicro Finance Institutions$2imf 606 $aMortgages$2imf 606 $aMonetary economics$2imf 606 $aEconometrics & economic statistics$2imf 606 $aEconomic growth$2imf 606 $aFinance$2imf 606 $aCredit$2imf 606 $aEconometric models$2imf 606 $aBusiness cycles$2imf 606 $aLoans$2imf 606 $aCredit ratings$2imf 607 $aUnited States$2imf 615 0$aCorporations$xEvaluation$xEconometric models. 615 0$aDefault (Finance)$xEconometric models. 615 7$aEconometrics 615 7$aMacroeconomics 615 7$aMoney and Monetary Policy 615 7$aIndustries: Financial Services 615 7$aMonetary Policy, Central Banking, and the Supply of Money and Credit: General 615 7$aEconometric Modeling: General 615 7$aPrices, Business Fluctuations, and Cycles: General (includes Measurement and Data) 615 7$aBanks 615 7$aDepository Institutions 615 7$aMicro Finance Institutions 615 7$aMortgages 615 7$aMonetary economics 615 7$aEconometrics & economic statistics 615 7$aEconomic growth 615 7$aFinance 615 7$aCredit 615 7$aEconometric models 615 7$aBusiness cycles 615 7$aLoans 615 7$aCredit ratings 700 $aChan-Lau$b Jorge$01462089 712 02$aInternational Monetary Fund.$bMonetary and Financial Systems Dept. 801 0$bDcWaIMF 906 $aBOOK 912 $a9910788522203321 996 $aFundamentals-Based Estimation of Default Probabilities - A Survey$93670944 997 $aUNINA LEADER 01546oas 22006133a 450 001 9910142483603321 005 20251105213014.0 035 $a(OCoLC)42576296 035 $a(CONSER) 2003212689 035 $a(CKB)111056649445206 035 $a(EXLCZ)99111056649445206 100 $a19991005a19989999 sy a 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aLibrary juice 210 $aSan Jose, Calif. $cR. Litwin$d1998- 300 $aTitle from home page (publisher's Web site, viewed Oct. 5, 1999). 300 $aPublished: Sacramento, Calif., July 25, 2001-Aug. 27, 2004; Duluth, Minn., Sept. 10, 2004- 311 08$a1544-9378 517 1 $aLJ 531 0 $aLibr. juice 606 $aLibrary science$vPeriodicals 606 $aLibrary science$2fast$3(OCoLC)fst00997916 608 $aPeriodicals.$2fast 615 0$aLibrary science 615 7$aLibrary science. 676 $a027 701 $aLitwin$b Rory$0890628 801 0$bEYM 801 1$bEYM 801 2$bNSD 801 2$bOCLCQ 801 2$bNSD 801 2$bOCLCQ 801 2$bSBH 801 2$bDLC 801 2$bOCLCQ 801 2$bOCLCO 801 2$bOCLCQ 801 2$bOCLCF 801 2$bOCLCO 801 2$bOCLCQ 801 2$bDLC 801 2$bVT2 801 2$bOCLCQ 801 2$bOCLCL 801 2$bOCLCQ 906 $aJOURNAL 912 $a9910142483603321 996 $aLibrary juice$92100622 997 $aUNINA