RiD: A New Approach to Estimate the Insolvency Risk
Given the recent international crises and the increasing number of defaults, several researchers have attempted to develop metrics that calculate the probability of insolvency with higher accuracy. The approaches commonly used, however, do not consider the credit risk nor the severity of the distanc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Brazilian Society of Finance
2014-10-01
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| Series: | Revista Brasileira de Finanças |
| Subjects: | |
| Online Access: | http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/viewFile/18543/33956 |