Predicting default and non-default firms using discriminant analysis: adaptation of KMV-Merton's default probabilities and financial ratios / Nur Ain Al-Hameefatul Jamaliyatul ... [et al.]

The KMV-Merton model provides conceptual determinants for predicting firms' default risk, but its accuracy was tested long ago, and it contains insufficient statistics for default prediction. Therefore, previous literature adapted the KMV-Merton model into a statistical model involving financia...

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Bibliographic Details

Main Authors:	Jamaliyatul, Nur Ain Al-Hameefatul, Zainuddin, Nurul Afiqah, Zulhazmi, Izza Suraya, Muhamad Yusof, Norliza, Sapini, Muhamad Luqman
Format:	Article
Language:	en
Published:	Universiti Teknologi MARA, Perak 2024
Subjects:	QA Mathematics Electronic Computers. Computer Science
Online Access:	https://ir.uitm.edu.my/id/eprint/106659/1/106659.pdf https://ir.uitm.edu.my/id/eprint/106659/ http://www.mijuitm.com.my
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