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Measuring infrastructure debt credit risk
Frédéric Blanc-Brude, Omneia R.H. Ismail: In this paper, the authors develop a framework to measure the credit risk of unlisted infrastructure debt, including the first formulation of "distance to default" in infrastructure project finance.
Author(s) :
Research Director, EDHEC Risk Institute-Asia.
Senior Research Engineer, EDHEC Risk Institute-Asia
Presentation :
| Type : | Working paper |
|---|---|
| Date : | le 30/08/2013 |
| Extra information : | For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ] |
| Research Cluster : | Finance |
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