Fundamentals-Based Estimation of Default Probabilities - A Survey / / Jorge Chan-Lau
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| Autore: |
Chan-Lau Jorge
|
| Titolo: |
Fundamentals-Based Estimation of Default Probabilities - A Survey / / Jorge Chan-Lau
|
| Pubblicazione: | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Edizione: | 1st ed. |
| Descrizione fisica: | 1 online resource (20 p.) |
| Soggetto topico: | Corporations - Evaluation - Econometric models |
| Default (Finance) - Econometric models | |
| Banks | |
| Business cycles | |
| Credit ratings | |
| Credit | |
| Depository Institutions | |
| Econometric Modeling: General | |
| Econometric models | |
| Econometrics & economic statistics | |
| Econometrics | |
| Economic growth | |
| Finance | |
| Industries: Financial Services | |
| Loans | |
| Macroeconomics | |
| Micro Finance Institutions | |
| Monetary economics | |
| Monetary Policy, Central Banking, and the Supply of Money and Credit: General | |
| Money and Monetary Policy | |
| Mortgages | |
| Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) | |
| Soggetto geografico: | United States |
| 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. |
| Titolo autorizzato: | Fundamentals-Based Estimation of Default Probabilities - A Survey |
| ISBN: | 9786613820679 |
| 9781462341733 | |
| 146234173X | |
| 9781452751153 | |
| 1452751153 | |
| 9781282392243 | |
| 1282392247 | |
| 9781452702568 | |
| 145270256X | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910970497903321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
IMF Working Papers; Working Paper ; ; No. 2006/149