Hidden Bibliographic Details
| Other authors / contributors: | International Monetary Fund. Monetary and Financial Systems Department.
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| ISBN: | 1282392247
9781282392243
9781452702568
145270256X
146234173X
9781462341733
1452751153
9781452751153
9786613820679
6613820679
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| Digital file characteristics: | data file
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| Notes: | Includes bibliographical references.
Restrictions unspecified
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
English.
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
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| 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.
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| Other form: | Print version: Chan-Lau, Jorge A. Fundamentals-based estimation of default probabilities. Washington, D.C. : International Monetary Fund, Monetary and Financial Systems Dept., ©2006
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| Standard no.: | 10.5089/9781452702568.001
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