Determining the credit score and credit rating of firms using the combination of KMV-merton model and financial ratios
Credit risk management has become a must in this era due to the increase in the number of businesses defaulting. Building upon the legacy of Kealhofer, Mcown, and Vasicek (KMV), a mathematical model is introduced based on Merton model called KMV-Merton model to predict the credit risk of firms. The...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya
2021
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| Series: | Science and Technology Indonesia
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |