Search results
-
Merton model, a summary of the issues
Many thanks for your helpful comments, D. Harper In addition, I want to ask you a question. Moody’s Analytics informs "100 largest financial institutions use KMV model". Then, with Merton model, is there a bank using Merton model to: estimate PD of customers (for calculating the capital...- RiskQuant
- Post #61
- Forum: David's Notebook
-
Merton model, a summary of the issues
Hi, Can & How we use PD (0r DD) in Merton model to define the rating of a company (in internal credit rating system of a bank) ? Thanks.- RiskQuant
- Post #59
- Forum: David's Notebook