Rémy Estran
EthiFinance
Rémy Estran-Fraioli serves as the Executive Director in charge of Credit Risk Ratings & Analytics at EDHEC. He concurrently holds the position of Chairman of the European Association of Credit Rating Agencies. He holds a PhD from Université Paris 1 Panthéon-Sorbonne and has taught finance at Paris Dauphine University and ESCP Europe
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Articles by Rémy Estran
An equity-implied rating model for unrated firms
The authors use Merton's distance to default as the basis for new model with which to assign credit ratings to firms which are not traditionally rated.