Probabilidad de incumplimiento en inversiones de infraestructura: Análisis a partir de modelos estructurales de riesgo de crédito

The purpose of this paper is to estimate the default probabilities in infrastructure projects. For that, we analyze the exposure of the lenders to a state of default. This application is made by assuming the debt service coverage ratio (DSCR) dynamic itself and the payment profile determined by the...

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Bibliographic Details
Published in:Revista de métodos cuantitativos para la economía y la empresa 2020-12, Vol.30, p.327-345
Main Author: Zapata Quimbayo, Carlos Andrés
Format: Article
Language:Spanish
Subjects:
credit risk
default probability
stochastic processes
Online Access:Get full text
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