Fundamental Credit Analysis through Dynamical Modeling and Simulation of the Balance Sheet: Applications to Chinese Real Estate Developers
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More about this item
Keywords
fundamental credit analysis; financial statement analysis; default forecasting; bond valuation; debt valuation; dynamical models; joint default; corporate real options;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ACC-2022-05-09 (Accounting and Auditing)
- NEP-BAN-2022-05-09 (Banking)
- NEP-CMP-2022-05-09 (Computational Economics)
- NEP-RMG-2022-05-09 (Risk Management)
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