Bottom-Up Default Analysis of Corporate Solvency Risk

An Application to Latin America

Bottom-Up Default Analysis of Corporate Solvency Risk
This paper suggests a novel approach to assess corporate sector solvency risk. The approach uses a Bottom-Up Default Analysis that projects probabilities of default of individual firms conditional on macroeconomic conditions and financial risk factors. This allows a direct macro-financial link to assessing corporate performance and facilitates... READ MORE...

Publication date: June 2017
ISBN 9781484302811
$18.00

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