Modified KMV-Merton model using free cash flow variable for evaluating credit default risk / Muhammad Hafidz Anuwar
Credit default risk is the risk that affects banks when a borrower such as a company or organisation does not make payment on a loan when the time comes. Many alternative ways are implemented by banks in order to manage this kind of risk continuously. In academic literature, one of the approaches to...
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| Format: | Thesis |
| Language: | English |
| Published: |
2021
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| Online Access: | https://ir.uitm.edu.my/id/eprint/60172/1/60172.pdf |
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