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.
Research Director, EDHEC Risk Institute-Asia.
Senior Research Engineer, EDHEC Risk Institute-Asia
|Type :||Working paper|
|Date :||le 30/08/2013|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|