Market Implications of Default Prediction

Can default forecasting be improved through a model that applies implied volatility and an implied cost of capital? Colorado State University’s Hong Miao, Sanjay Ramchander, Patricia Ryan and Tianyang Wang explore an alternative default model and compare it to more traditional approaches.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals