Financial Ratios and Probability of Default by Using the KMV-Merton Method in the Non-Financial Sector listed on the Indonesia Stock Exchange

This study aims to analyze the predictions of the default probability in the non-financial sector of the Indonesia Stock Exchange and the mutual influence between financial ratios. The KMV–Merton method was used for the calculations. The study was conducted on the example of data from 18 companies l...

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Bibliographic Details
Main Authors: D. Malasari, M. Adam, . Yuliani, A. Hanafi
Format: Article
Language:Russian
Published: Government of the Russian Federation, Financial University 2020-03-01
Series:Финансы: теория и практика
Subjects:
Online Access:https://financetp.fa.ru/jour/article/view/949