Market valuation of high-risk rights of claim
Автор: Kozyr Vladislav Yu., Kozyr Yuri V., Smolyak Sergey A.
Журнал: Имущественные отношения в Российской Федерации @iovrf
Рубрика: Финансы, денежное обращение и кредит
Статья в выпуске: 9 (240), 2021 года.
Бесплатный доступ
The article proposes new methods for assessing the cost of high-risk rights of claim. Calculation formulas based on a number of provisions of the theory of corporate finance, financial analysis and financial mathematics are presented, as well as an illustration of practical methods for determining the required values of the input parameters of the models. It is concluded that the proposed methods can be recommended for assessing the market value of high-risk obligations and rights of claims.
Cost of high-risk rights of claims, security of debt with assets, share of losses in case of bankruptcy, synthetic issuer rating, reliable equivalent method
Короткий адрес: https://sciup.org/170191100
IDR: 170191100 | DOI: 10.24412/2072-4098-2021-9-42-56
