Dynamic analysis of bankruptcy and economic waves

Irina Peaucelle

PSE Working Papers from HAL

Abstract: The procedures presented in this paper provide a dynamic apparatus of crediting the industrial operating systems with the assignment to avoid their correlated defaulting, to conserve general safety and soundness and improve its ability to serve as a source for sustainable growth for economy. The quality of operating firms at different periods is evaluated using the migration matrixes between some classes of default risk.

Keywords: credit risk; economic growth; regulation (search for similar items in EconPapers)
Date: 2005-03
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00590851v1
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Working Paper: Dynamic analysis of bankruptcy and economic waves (2005)
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