Determining the factors contributing to firms’ default using KMV-Merton model and logistic Regression / Anis Suhaina Amraa Amadul Aziz, Nur’ Amirah Abd Halim and Ili Izreen Mustapah

• Main Authors: Amadul Aziz, Anis Suhaina Amraa, Abd Halim, Nur’ Amirah, Mustapah, Ili Izreen
• Format: Student Project
• Language: English
• Published: 2022
• Subjects: Mathematical statistics. Probabilities; Regression analysis. Correlation analysis. Spatial analysis (Statistics)
• Online Access: https://ir.uitm.edu.my/id/eprint/79566/1/79566.pdf; https://ir.uitm.edu.my/id/eprint/79566/

The COVID-19 pandemic has severely impacted the economy. Many firms in Malaysia were forced to shut down their business. Therefore, it is significant to have an effective risk management. In this study, we assess the default probability of 32 Malaysian companies by employing the KMV-Merton model. Th...