An iterated Merton-KMV based approach of default risk prediction

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An iterated Merton-KMV based approach of default risk prediction

Default risk is a risk that firms have to bear whenever they failed to meet their debt obligation as the debt matured. Providing an assessment to predict default risk is one of the ways to mitigate the risk. However, default risk tends to be overestimated or underestimated if the asset values are no...

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Bibliographic Details
Published in:	AIP Conference Proceedings
Main Author:	Yusof N.M.; Alias S.N.H.; Rosli N.A.; Rosna W.N.A.W.; Sapini M.L.
Format:	Conference paper
Language:	English
Published:	American Institute of Physics Inc. 2018
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85054573974&doi=10.1063%2f1.5054220&partnerID=40&md5=9a91f78862b9d5017156b50955cd4325

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