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):

Frederic Blanc-Brude

Research Director, EDHEC Risk Institute-Asia.

Omneia R.H. Ismail

Senior Research Engineer, EDHEC Risk Institute-Asia

Pdf
Measuring infrastructure debt credit risk...
(-1.00 B)
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

See Also

[EDHEC Infra Days] The f​irst ​event ​to ​bring ​together ​advanced ​quantitative ​techniques ​to ​the ​world ​of ​private, ​illiquid ​infrastructure ​investment
News
- 25-05-2018
EDHECinfra Days 2018 will take place on June 6 & 7 in London ...
[Student Experience] Immersion trip - Welcome to San Francisco!
News
- 25-05-2018
Immersion Trip abroad: focus on EDHEC students' experience Silicon Valley is well-known...
News
- 25-05-2018
EDHEC-Risk Institute is pleased to announce that Kati Eriksson, Head of Investments, Aalto University Endowment have joined its international advisory board, which brings together...
The EDHEC PhD in Finance Programme adds two new alumni
News
- 21-05-2018
On 17 May 2017, two EDHEC PhD in Finance candidates (executive track), Stefano Dova and...