Credit risk in infrastructure PPP projects under the real options approach

CA Zapata Quimbayo… - Construction Management …, 2023 - Taylor & Francis
The purpose of the paper is to provide a method to estimate the credit risk in infrastructure
public–private partnership (PPP) projects by using a structural model, the Real Options …

[PDF][PDF] Relative importance of risks in hydropower projects and project finance in Nepal

A Nepal, V Khanal, R Maelah - Journal of Advanced Academic …, 2021 - researchgate.net
Hydropower is the sole internal source of electricity in Nepal. Since the government policy of
private participation in hydropower sector launched, Independent Power Producers (IPPs) …

Modeling the exit cashflows of private equity fund investments

C Tausch, A Buchner, G Schlüchtermann - Journal of Risk, 2022 - papers.ssrn.com
Risk perception in private equity is notoriously difficult, as the cashflow patterns associated
with private capital funds are not well understood at the underlying deal level. This paper …

[HTML][HTML] Estimación del riesgo de crédito en proyectos de infraestructura mediante modelos estructurales

CA Zapata Quimbayo - Contaduría y administración, 2021 - scielo.org.mx
Este trabajo tiene como objetivo implementar un modelo de riesgo de crédito en proyectos
de infraestructura, donde se estima la probabilidad de incumplimiento teniendo en cuenta el …

Risk-adjusted pricing of project loans

G Walter - Studies in Economics and Finance, 2021 - emerald.com
Purpose The purpose of this paper is to assess whether project finance loans were properly
priced based on their risk before the crisis of 2008-2009 and what lessons can be learned …

Probabilidad de incumplimiento en inversiones de infraestructura: análisis a partir de modelos estructurales de riesgo de crédito

CA Zapata Quimbayo - Revista de Métodos Cuantitativos para la …, 2020 - econstor.eu
Este trabajo tiene como objetivo estimar las probabilidades de incumplimiento en proyectos
de infraestructura. Para ello, se analiza la exposición que tienen los prestamistas frente a un …

Investigation into Loan Default Problems in Infrastructure, Real Estate, and Constructions Sectors facing the New Generation Private Sector Banks in India

R Das - Handbook of Research on Strategic Business …, 2014 - igi-global.com
The rating agency Standard and Poor's recently warned that India could become the first of
the BRIC economies to lose its investment-grade status because of the slowing down of …

[PDF][PDF] RISK MANAGEMENT CONCEPTS IN PROJECT FINANCE: THEORETICAL FRAMEWORK

V Kovalenko, S Sheludko, D Kretov… - Economic and Social …, 2020 - researchgate.net
Global experience in financing and implementing real investment projects indicates that
such activities have a high level of risk compared to other types of entrepreneurial activity …

[CITATION][C] The distribution and drivers of VC/PE fund returns: on skewness, large-gain and large-loss funds, and predicting fund failure

M Humphery-Jenner