Coverart for item
The Resource Fundamentals-based estimation of default probabilities : a survey, Jorge A. Chan-Lau

Fundamentals-based estimation of default probabilities : a survey, Jorge A. Chan-Lau

Label
Fundamentals-based estimation of default probabilities : a survey
Title
Fundamentals-based estimation of default probabilities
Title remainder
a survey
Statement of responsibility
Jorge A. Chan-Lau
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
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
Member of
Action
digitized
Cataloging source
E7B
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Chan-Lau, Jorge A
Government publication
international or intergovernmental publication
Illustrations
illustrations
Index
no index present
Language note
English
LC call number
HJ203
LC item number
.C43 2006 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
International Monetary Fund
Series statement
IMF Working Paper,
Series volume
WP/06/149
http://library.link/vocab/subjectName
  • Corporations
  • Default (Finance)
  • Défaillance (Finances)
  • Entreprises
  • Sociétés
  • Default (Finance)
Label
Fundamentals-based estimation of default probabilities : a survey, Jorge A. Chan-Lau
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES""
Control code
694141082
Dimensions
unknown
Extent
1 online resource (18 pages)
Form of item
online
Isbn
9781282392243
Issn
2227-8885
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781452702568.001
Other physical details
illustrations
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)694141082
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
Fundamentals-based estimation of default probabilities : a survey, Jorge A. Chan-Lau
Publication
Copyright
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES""
Control code
694141082
Dimensions
unknown
Extent
1 online resource (18 pages)
Form of item
online
Isbn
9781282392243
Issn
2227-8885
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781452702568.001
Other physical details
illustrations
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)694141082
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

Library Locations

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