Credit risk in infrastructure PPP projects under the real options approach
CA Zapata Quimbayo… - Construction Management …, 2023 - Taylor & Francis
The purpose of the paper is to provide a method to estimate the credit risk in infrastructure
public–private partnership (PPP) projects by using a structural model, the Real Options …
public–private partnership (PPP) projects by using a structural model, the Real Options …
An overview of project finance binomial loan valuation
JK Winsen - Review of Financial Economics, 2010 - Elsevier
Setting project financing parameters, such as the loan to valuation ratio, loan interest rate,
repayment schedules, and fees, requires detailed modelling of the resulting credit risk in a …
repayment schedules, and fees, requires detailed modelling of the resulting credit risk in a …
[HTML][HTML] Estimación del riesgo de crédito en proyectos de infraestructura mediante modelos estructurales
CA Zapata Quimbayo - Contaduría y administración, 2021 - scielo.org.mx
Este trabajo tiene como objetivo implementar un modelo de riesgo de crédito en proyectos
de infraestructura, donde se estima la probabilidad de incumplimiento teniendo en cuenta el …
de infraestructura, donde se estima la probabilidad de incumplimiento teniendo en cuenta el …
[BOOK][B] Stochastic approach to risk assessment of project finance structures under public private partnerships
LF Alves - 2006 - search.proquest.com
The dissertation provides a forward-looking methodology in order to quantify the risks of a
portfolio of project finance structures. As an application of such methodology, the thesis …
portfolio of project finance structures. As an application of such methodology, the thesis …
Probabilidad de incumplimiento en inversiones de infraestructura: análisis a partir de modelos estructurales de riesgo de crédito
CA Zapata Quimbayo - Revista de Métodos Cuantitativos para la …, 2020 - econstor.eu
Este trabajo tiene como objetivo estimar las probabilidades de incumplimiento en proyectos
de infraestructura. Para ello, se analiza la exposición que tienen los prestamistas frente a un …
de infraestructura. Para ello, se analiza la exposición que tienen los prestamistas frente a un …
[PDF][PDF] Funding Option used by Businesses and Organizations
M VALLABHANENI - Message from the Editor-in-Chief, 2022 - ijmir.org
Senior debt is a common type of funding option used by businesses and organizations to
raise capital for various purposes. Senior debt is a loan or credit facility that has a higher …
raise capital for various purposes. Senior debt is a loan or credit facility that has a higher …
[PDF][PDF] Credit risk and control rights in infrastructure projects under the Real Options approach
CAM Vega, CAZ Quimbayo - realoptions.org
This paper presents a dynamic credit risk model for debt financing in infrastructure projects.
Specifically, it attempts to combine the structural models and the Monte Carlo simulation …
Specifically, it attempts to combine the structural models and the Monte Carlo simulation …
提前違約風險下專案融資之評價模式
林達榮， 林安城 - 風險管理學報, 2004 - airitilibrary.com
本文旨在衡量專案融資時, 利用公司價值模型評估其信用風險, 即時反應公司違約可能情形之
模式進行探討. 全文以Freydefont (2001) 模型為基礎, 結合Jarrow and Turnbull (1995) …
模式進行探討. 全文以Freydefont (2001) 模型為基礎, 結合Jarrow and Turnbull (1995) …