01436cas a2200241 a 4500 AALejournalIMF004259 230101c9999 xx r poo 0 0eng d 5.00 USD 9781451864090 1018-5941 BD-DhAAL BD-DhAAL Chan-Lau, Jorge. Fundamentals-Based Estimation of Default Probabilities : A Survey / Jorge Chan-Lau. Washington, D.C. : International Monetary Fund, 2006. 1 online resource (20 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students 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. Mode of access: Internet IMF Working Papers; Working Paper ; No. 2006/149 Full text available on IMF http://elibrary.imf.org/view/journals/001/2006/149/001.2006.issue-149-en.xml IMF e-Library