The aim of this analysis is to quantify the losses from potential materialization of contingent liabilities by applying a new methodology for the case of South Africa and, to assess their impact on debt dynamics. Accordingly, we bring a novelty to this research by utilizing probabilities of distress, which is a different approach compared to the existing, already applied methodology. The central finding of the simulations conducted is that estimated...
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INFORMACIÓN
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2018/05/01
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Documento de trabajo (Serie Numerada)
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126841
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1
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1
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2018/06/04
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Disclosed
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Assessment of contingent liabilities and their impact on debt dynamics in South Africa
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contingent liability