An Application of KMV Model to Forecast the Credit Risk of Corporate Customers andBank’s Expected Losses
The research aims to apply KMV-Merton model to calculate and forecast default probability (DP) among corporate customers of Vietcombank. Analyzing data from financial statements of 6,398 corporate customers in the years 2008–2012/2013, the research shows that the DP of the whole customer portfolio i...
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| Những tác giả chính: | , |
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| פורמט: | Bài viết |
| שפה: | English |
| יצא לאור: |
University of Economics Ho Chi Minh City
2023
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| גישה מקוונת: | http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=51cf3122-ccb0-42e2-ac84-ef17e78d1759 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115549 |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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