Fundamentals-based estimation of default probabilities [[electronic resource] ] : a survey / / Jorge A. Chan-Lau |
Autore | Chan-Lau Jorge A |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
Descrizione fisica | 1 online resource (20 p.) |
Collana | IMF working paper |
Soggetto topico |
Corporations - Evaluation - Econometric models
Default (Finance) - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-4173-X
1-4527-5115-3 1-282-39224-7 9786613820679 1-4527-0256-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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"" |
Record Nr. | UNINA-9910464829003321 |
Chan-Lau Jorge A
![]() |
||
[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Fundamentals-based estimation of default probabilities : a survey / / Jorge A. Chan-Lau |
Autore | Chan-Lau Jorge A |
Edizione | [1st ed.] |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
Descrizione fisica | 1 online resource (20 p.) |
Collana | IMF working paper |
Soggetto topico |
Corporations - Evaluation - Econometric models
Default (Finance) - Econometric models |
ISBN |
1-4623-4173-X
1-4527-5115-3 1-282-39224-7 9786613820679 1-4527-0256-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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"" |
Record Nr. | UNINA-9910822788403321 |
Chan-Lau Jorge A
![]() |
||
[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Fundamentals-Based Estimation of Default Probabilities - A Survey / / Jorge Chan-Lau |
Autore | Chan-Lau Jorge |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (20 p.) |
Collana | IMF Working Papers |
Soggetto topico |
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 |
ISBN |
1-4623-4173-X
1-4527-5115-3 1-282-39224-7 9786613820679 1-4527-0256-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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"" |
Record Nr. | UNINA-9910788522203321 |
Chan-Lau Jorge
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|