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Existing Default Values and Recommendations for Exposure Assessment
			: A Nordic Exposure Group Project 2011

Existing Default Values and Recommendations for Exposure Assessment : A Nordic Exposure Group Project 2011 »

Series: Nordic Council of Ministers

Publisher: Nordic Council of Ministers

Publication Date: 01 June 2012

ISBN: 9789289323161

Keywords: Nordic, Norden, Baltic, Baltics, Default Values, Exposure Assessments, Representative Defaults, European Sources, Consumer Products, Evaluate Exposure Factors

Default values are often used in exposure assessments e.g. in modelling because of lack of actually measured data. The quality of the exposure assessment outcome is therefore heavily dependent on the validity and r...

Fundamentals-Based Estimation of Default Probabilities - A Survey1

Fundamentals-Based Estimation of Default Probabilities - A Survey1 »

Source: Fundamentals-Based Estimation of Default Probabilities - A Survey

Volume/Issue: 2006/149

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864090

Keywords: Default probabilities, scoring models, ratings models, probabilities, probability, banking, forecasting, bankrupt, Forecasting and Other Model Applications, Financial Economics: General

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 i...

Fundamentals-Based Estimation of Default Probabilities - A Survey

Fundamentals-Based Estimation of Default Probabilities - A Survey »

Volume/Issue: 2006/149

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

DOI: http://dx.doi.org/10.5089/9781451864090.001

ISBN: 9781451864090

Keywords: Default probabilities, scoring models, ratings models, probabilities, probability, banking, forecasting, bankrupt, Forecasting and Other Model Applications, Financial Economics: General

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 i...