Abstract
The unique institutional features of Russian firms and the market environment raise questions that must be addressed during the mod-elling process. In this section, we review features that, in our opinion, are relevant to the default risk modelling process. To date, the lack of data has been another obstacle to building credit risk assessment models in Russia. We discuss the data used in developing the RiskCalc Russia v3.1 model in Section 7.4.
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© 2012 Gianluca Oricchio
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Oricchio, G. (2012). Integrated Pricing Model in Russia. In: Private Company Valuation. Global Financial Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9781137271785_7
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DOI: https://doi.org/10.1057/9781137271785_7
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-33201-4
Online ISBN: 978-1-137-27178-5
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