Essays Tagged: "Merton Model"

Lending decision assignment

timate Probability of Default (PD) for each firm as indicated in the excel spreadsheet by using the Merton model. You are required to use data from 1/1/2004 to 31/12/2012.Split the dataset into two gr ... ts would you recommend to make this model to make it more efficient? The model structured by Robert Merton is widely used in evaluating credit risk profiles by determining a probability of default of ...

(12 pages) 3 0 0.0 Sep/2014

Subjects: Businesss Research Papers > Accounting