Fundamentals-Based Estimation of Default Probabilities : A Survey
| Year of publication: |
2006
|
|---|---|
| Authors: | Chan-Lau, Jorge A. |
| Publisher: |
Washington : International Monetary Fund |
| Subject: | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Insolvenz | Insolvency |
| Extent: | 1 online resource (20 pages) |
|---|---|
| Series: | IMF working paper ; WP/06/149 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Description based on publisher supplied metadata and other sources. ""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| ISBN: | 978-1-4527-0256-8 ; 978-1-4518-6409-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012691085