Fundamentals-Based Estimation of Default Probabilities : A Survey /

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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Chan-Lau, Jorge
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 2006.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 2006/149
ऑनलाइन पहुंच:	Full text available on IMF

समान संसाधन

Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2006)

Brady Bonds and Default Probabilities /
द्वारा: Izvorski, Ivailo
प्रकाशित: (1998)

Is Systematic Default Risk Priced in Equity Returns? : A Cross-Sectional Analysis Using Credit Derivatives Prices /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2006)

Bottom-Up Default Analysis of Corporate Solvency Risk : An Application to Latin America /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2017)

Fundamentals of Probability And Probability Distributions
द्वारा: M. Kumar Roy, Dulal C. Roy

Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2004)

Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2003)

Probabilities of Default and the Market Price of Risk in a Distressed Economy /
द्वारा: Segoviano, Miguel
प्रकाशित: (2011)

Fundamentals of applied probability theory /
द्वारा: Drake, Alvin W.
प्रकाशित: (1967)

Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector /
द्वारा: Souto, Marcos
प्रकाशित: (2009)

Assessing Corporate Vulnerabilities in Indonesia : A Bottom-Up Default Analysis /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2017)

Mortgage Defaults /
द्वारा: Martinez, Leonardo
प्रकाशित: (2012)

Default Premium /
द्वारा: Catao, Luis
प्रकाशित: (2015)

Pluralism by Default
द्वारा: Way

Continent by Default
द्वारा: Le Gloannec

Why Not Default?
द्वारा: Roos

Model Based Parameter Estimation
प्रकाशित: (2013)

Market-Based Structural Top-Down Stress Tests of the Banking System /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2013)

Scenario Analysis with the DD-PD Mapping Approach : Stock Market Shocks and U.S. Corporate Default Risk /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2021)

Sovereign Defaults : The Role of Volatility /
द्वारा: Sutton, Bennett
प्रकाशित: (2002)

The Costs of Sovereign Default /
द्वारा: Borensztein, Eduardo
प्रकाशित: (2008)

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions /
द्वारा: Podpiera, Jiri
प्रकाशित: (2010)

ABBA : An Agent-Based Model of the Banking System /
द्वारा: Chan-Lau, Jorge
प्रकाशित: (2017)

Distance-to-Default in Banking : A Bridge Too Far? /
द्वारा: Sy, Amadou
प्रकाशित: (2006)

Sustainable Plans and Mutual Default /
द्वारा: Chari, V.
प्रकाशित: (1990)

The Russian Default and the Contagion to Brazil /
द्वारा: Baig, Taimur
प्रकाशित: (2000)

Measuring corporate default risk
द्वारा: Duffie, Darrell

Consumption Based Estimates of Urban Chinese Growth /
द्वारा: Chamon, Marcos
प्रकाशित: (2013)

A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices /
द्वारा: Cheng, Kevin
प्रकाशित: (2010)

Probability Theory
द्वारा: Borovkov
प्रकाशित: (2013)

Ruin Probabilities
द्वारा: Mishura, Yuliya
प्रकाशित: (2017)

Probability Theory
द्वारा: Daniel W. Stroock
प्रकाशित: (2012)

Probability on Graphs
द्वारा: Geoffrey Grimmett
प्रकाशित: (2012)

Probability Models
द्वारा: Haigh
प्रकाशित: (2013)

Probability and Statistics
द्वारा: Rukmangadachari, E.

Understanding Probability
द्वारा: Henk Tijms
प्रकाशित: (2012)

The Annals of Probability

Introduction to probability /
द्वारा: Bertsekas, Dimitri P.
प्रकाशित: (2008)

Ruin Probabilities
द्वारा: Mishura, Yuliya
प्रकाशित: (2017)

Probability Surveys | Institute of Mathematical Statistics