Topic: Credit and credit aggregates

1. Estimation of the Default Risk of Publicly Traded Canadian Companies

   Working Paper 2006-28 - Georges Dionne, Sadok Laajimi, Sofiane Mejri, Madalina Petrescu

   Two models of default risk are prominent in the financial literature: Merton's structural model and Altman's non-structural model.

   Topics: Credit and credit aggregates; Debt Management; Econometric and statistical methods; Financial markets; Recent economic and financial developments