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Bottom-Up Default Analysis of Corporate Solvency Risk

Jorge A Mr Chan-Lau
4.9/5 (10729 ratings)
Read Now Download Now ⏭ listen AudioBook
Description: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 what-if scenarios. When extended with credit portfolio techniques, the approach can also assess the aggregate impact of changes in firm solvency risk on creditor banks' capital buffers under different macroeconomic scenarios. As an illustration, we apply this approach to the corporate sector of the five largest economies in Latin America.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Bottom-Up Default Analysis of Corporate Solvency Risk. To get started finding Bottom-Up Default Analysis of Corporate Solvency Risk, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
—
Format
PDF, EPUB & Kindle Edition
Publisher
International Monetary Fund
Release
2017
ISBN
1484303970

Bottom-Up Default Analysis of Corporate Solvency Risk

Jorge A Mr Chan-Lau
4.4/5 (1290744 ratings)
Read Now Download now ⏭ listen AudioBook
Description: 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 what-if scenarios. When extended with credit portfolio techniques, the approach can also assess the aggregate impact of changes in firm solvency risk on creditor banks' capital buffers under different macroeconomic scenarios. As an illustration, we apply this approach to the corporate sector of the five largest economies in Latin America.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Bottom-Up Default Analysis of Corporate Solvency Risk. To get started finding Bottom-Up Default Analysis of Corporate Solvency Risk, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
—
Format
PDF, EPUB & Kindle Edition
Publisher
International Monetary Fund
Release
2017
ISBN
1484303970

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