A comparison of KMV-MERTON and KMV-EDF model in predicting default risk of companies / Ira Anissidma Shuhaimi, Siti Nurhuzalifah Mohamed Tahir and Siti Suhaila Safarim
This research implemented the KMV-Merton model and KMV-EDF model to predict the default risk of AA and C rated companies which are UEM Sunrise Berhad and Talam Corporation Berhad respectively. By using this model, the distance to default and probability to default of the companies are predicted....
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| Main Authors: | , , |
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| Format: | Student Project |
| Language: | English |
| Published: |
2019
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| Subjects: | |
| Online Access: | http://ir.uitm.edu.my/id/eprint/37422/1/37422.pdf http://ir.uitm.edu.my/id/eprint/37422/ |
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