Incorporates: Balance Sheet
Online from: 1999
Subject Area: Accounting and Finance
|Title:||Predicting probability of default of Indian corporate bonds: logistic and |
|Author(s):||Arindam Bandyopadhyay, (National Institute of Bank Management (NIBM), Kondhwe Khurd, Pune, India)|
|Citation:||Arindam Bandyopadhyay, (2006) "Predicting probability of default of Indian corporate bonds: logistic and |
|Keywords:||Bonds, Emerging markets, India, Modelling|
|Article type:||Research paper|
|DOI:||10.1108/15265940610664942 (Permanent URL)|
|Publisher:||Emerald Group Publishing Limited|
Purpose – This paper aims at developing an early warning signal model for predicting corporate default in emerging market economy like India. At the same time, it also aims to present methods for directly estimating corporate probability of default (PD) using financial as well as non-financial variables.
Design/methodology/approach – Multiple Discriminate Analysis (MAD) is used for developing
Findings – The new
Originality/value – Using the new
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