dc.coverage.sucursal	Bogotá	spa
dc.creator	León-Rincón, Carlos Eduardo
dc.creator.firma	Carlos León	spa
dc.date.accessioned	2012-10-31T08:30:10Z	eng
dc.date.available	2012-10-31T08:30:10Z
dc.date.created	2012-10-31
dc.date.issued	2012-10-31
dc.description.abstract	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	eng
dc.format.mimetype	PDF	spa
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5788	spa
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5788
dc.language.iso	spa	spa
dc.publisher	Banco de la República	spa
dc.relation.doi	https://doi.org/10.32468/be.743	spa
dc.relation.ispartof	Documentos de Trabajo	spa
dc.relation.ispartofseries	Borradores de Economía	spa
dc.relation.isversionof	Borradores de Economía; No. 743
dc.relation.number	Borrador 743	spa
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/743.html	spa
dc.rights.accessRights	Open Access	eng
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0	eng
dc.rights.disclaimer	Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.	spa
dc.rights.spa	Acceso abierto	spa
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/	eng
dc.source.handleRepec	RePEc:bdr:borrec:743	spa
dc.subject.jel	G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill	eng
dc.subject.jelspa	G2 - Instituciones y servicios financieros	spa
dc.subject.keyword	Merton model	eng
dc.subject.keyword	Structural model	eng
dc.subject.keyword	Credit risk	eng
dc.subject.keyword	Probability of default	eng
dc.subject.keyword	Distance to default	eng
dc.subject.lemb	Bolsa de valores -- Colombia	spa
dc.subject.lemb	Riesgo crediticio -- Colombia	spa
dc.subject.lemb	Modelo de Merton -- Colombia	spa
dc.subject.lemb	Riesgo (Economía) -- Colombia	spa
dc.subject.lemb	Mercado de capitales -- Colombia	spa
dc.title	Implied probabilities of default from Colombian money market spreads : the Merton Model under equity market informational constraints	spa
dc.type	Working Paper	eng
dc.type.hasversion	Published Version	eng
dc.type.spa	Documentos de trabajo	spa

Implied probabilities of default from Colombian money market spreads : the Merton Model under equity market informational constraints

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