European Parliament Library

Fundamentals-Based Estimation of Default Probabilities - A Survey, Jorge Chan-Lau

Abstract
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
Table Of Contents
""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES""
Language
eng
Literary Form
non fiction
Note
"June 2006."
Physical Description
1 online resource (20 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781282392243

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