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Credit Risk project with many computations regarding Distance to Default and also Probabilyt of Default of Walmart. It was used KMV model with the starting point of Loffer and Posch. Used equations translated from Bharath and Shumwat (2008, Equation 6 and 7)
MacarocoFonseca/Credit_Risk_Walmart
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Credit Risk project with many computations regarding Distance to Default and also Probabilyt of Default of Walmart. It was used KMV model with the starting point of Loffer and Posch. Used equations translated from Bharath and Shumwat (2008, Equation 6 and 7)
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