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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...