Essays Tagged: "Probability of default"

Lending decision assignment

Estimate Probability of Default (PD) for each firm as indicated in the excel spreadsheet by using the Merton ... ompany's PD.AUT_AURORA OIL & GAS:PRE P OSTThe analysis of Pre and Post GFC shows that AUT had a probability of default of 77.16% before the GFC which then grew significantly to 98.08% afterwards. ... that of pre-period. Hence, the distance to default has decreased from -0.74 to -2.07 thus a default probability of 98.08% reached.RAMELIUS RESOURCES:RMS has experienced a slight decrease in its probab ...

(12 pages) 3 0 0.0 Sep/2014

Subjects: Businesss Research Papers > Accounting