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Showing 1 to 1 of 1 for “"Merton structural Model"”.
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Structural credit risk modeling using Merton model and its default probability: A case study of commercial banks in Namibia
… the credit risk position in the light of the Merton Structural credit Risk Model. The financial statements of these banks are analysed, specifically the balance sheets and statements of income, to extract relevant information for the computation of various ratios. The ratios examined include …