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probabilities » probability, probabilistic
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1
by Izvorski, Ivailo
Published 1998
International Monetary Fund
“...This paper computes the default probabilities implicit in the prices of Brady bonds of seven...”
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2
by Chan-Lau, Jorge
Published 2006
International Monetary Fund
“... probabilities for firms and/or industries, and illustrates them with real applications by practitioners...”
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3
by Segoviano, Miguel
Published 2011
International Monetary Fund
“... to correct for risk aversion the CDS-implied probabilities of distress. The method is based, for simplicity...”
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4
by Chan-Lau, Jorge
Published 2006
International Monetary Fund
“...This paper reviews a number of different techniques for estimating default probabilities from...”
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5
by Basu, Suman
Published 2017
International Monetary Fund
“...This paper summarizes a suite of early warning models to assess the probabilities of growth, fiscal...”
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7
by Cheng, Kevin
Published 2010
International Monetary Fund
“...-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs...”
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8
by Shibata, Ippei
Published 2019
International Monetary Fund
“... probabilities. I show that the estimated HMM generates labor market transition probabilities that match those...”
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9
by Singh, Manmohan
Published 2010
International Monetary Fund
“...Probability of default (PD) measures have been widely used in estimating potential losses...”
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10
Published 2009
International Monetary Fund
“... banking sector. The CCA approach is based on the estimation of the default probability by an entity on its...”
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11
by Kumah, Francis
Published 2005
International Monetary Fund
“... probabilities of fiscal overperformance in the short term when commodity prices are high. These probabilities...”
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12
by Saxena, Sweta
Published 2000
International Monetary Fund
“... transition probability Markov-switching model (which overcomes some drawbacks of previous methods) show...”
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13
by Chan-Lau, Jorge
Published 2017
International Monetary Fund
“... by using a Bottom-Up Default Analysis (BuDA) approach, which allows projecting corporate probabilities...”
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14
by Zanforlin, Luisa
Published 2014
International Monetary Fund
“...We study the link between the probability of default implied by Credit Default Swaps (CDS) spreads...”
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15
by Liu, Kexue
Published 2006
International Monetary Fund
“... default probabilities to the fully-fledged Credit Risk+ implementation. The latter is based on the Poisson...”
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16
by Avesani, Renzo
Published 2006
International Monetary Fund
“... multifactor latent structure in the determination of the default probabilities of an nth-todefault credit...”
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17
by Souto, Marcos
Published 2007
International Monetary Fund
“... that it is possible to increase the probability mass toward the tails and to match reasonably well the historical...”
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18
by Spackman, Carolyne
Published 2009
International Monetary Fund
“... probabilities can be extracted from CDS spreads, but during distress it is important to take account...”
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19
by Law, Daniel
Published 2015
International Monetary Fund
“... probabilities for non-financial firms in China using an equity-based structural model and debt costs. We find...”
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20
Published 2006
International Monetary Fund
“... on the link between education, earnings, and unemployment. The paper finds that unemployment probabilities...”