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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