Borradores de Economia
Número:
743
Publicado:
Palabras clave:
Merton model, Structural model, Credit risk, Probability of default
Lo más reciente
Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
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Pronosticando inflaciones de canastas de alimentos desagregadas en Colombia usando un modelo XGBoost
Cesar Anzola-Bravo, Poveda-Olarte Paola
Informational constraints may turn the Merton Model for corporate credit risk impractical. Applying this framework to the Colombian financial sector is limited to four stock-market-listed firms; more than a hundred banking and non-banking firms are not li