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La contagion du risque via les impayés sur effets de commerce

Author

Listed:
  • BARDOS, M.
  • STILI, D.

Abstract

Le crédit interentreprises est un des canaux de transmission du risque de défaillance des entreprises. Les impayés sur effets de commerce révèlent les interdépendances entre secteurs et leur potentiel de contagion, dès lors que les montants en jeu sont importants.

Suggested Citation

  • Bardos, M. & Stili, D., 2006. "La contagion du risque via les impayés sur effets de commerce," Bulletin de la Banque de France, Banque de France, issue 148, pages 51-65.
    • Handle: RePEc:bfr:bullbf:2006:148:03
    as

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    File URL: https://publications.banque-france.fr/sites/default/files/medias/documents/bulletin-de-la-banque-de-france_148_2006-04.pdf
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    More about this item

    Keywords

    contagion; diffusion du risque; estimateur par appareillement; taux de défaut; probabilité de défaut; impayés; incidents de paiement; effets de commerce; crédit interentreprises; solde commercial.;
    All these keywords.

    JEL classification:

    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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