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Evaluation du crédit-bail et risque de crédit

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  • Alain Capiez

    (Centre de recherche - LARGO - Faculté de Droit, d'Economie et de Gestion d'Angers)

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    Abstract

    Malgré une similitude observée entre les contrats de leasing et les obligations à risque, les modèles classiques de détermination des loyers d'un contrat de crédit-bail se focalisent sur le risque attaché au matériel ou risque de valeur résiduelle et ignorent le risque de crédit. Nous comparons les différents modèles existants et privilégions un modèle moderne qui adopte une approche unifiée en intégrant les deux types de risque et leur interaction.

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    File URL: http://halshs.archives-ouvertes.fr/docs/00/58/74/35/PDF/CAPIEZ.pdf
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    Bibliographic Info

    Paper provided by HAL in its series Post-Print with number halshs-00587435.

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    Date of creation: May 2000
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    Publication status: Published - Presented, 21ÈME CONGRES DE L'AFC, 2000, France
    Handle: RePEc:hal:journl:halshs-00587435

    Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00587435/en/
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    Keywords: Crédit-bail; Evaluation; Options; Risque de crédit;

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