Series: IMF Working Papers
Author(s): Jorge Chan-Lau
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 June 2006
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...