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Fundamentals-Based Estimation of Default Probabilities - A Survey

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 publ...

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Bibliographic Details
Main Author: Chan-Lau, Jorge
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2006
Series:IMF Working Papers
Subjects:
Business Cycles
Depository Institutions
Econometric Modeling: General
Credit
Banks
Finance
Industries: Financial Services
Monetary Economics
Micro Finance Institutions
Monetary Policy, Central Banking, And The Supply Of Money And Credit: General
Mortgages
Loans
Econometric Models
Economic Growth
Macroeconomics
Econometrics
Prices, Business Fluctuations, And Cycles: General (includes Measurement And Data)
Econometrics & Economic Statistics
Money And Monetary Policy
Credit Ratings
United States
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:20 pages
ISBN:9781451864090

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