Moody's KMV Model

A video lecture from the online course Advanced Credit Risk Management, about Moody's KMV. This model is based on Moody's methodlogy that calculates the proability that a given firm will default within one year. Read more about the course: online-learning.tudelft.nl/co...

[@EnsuWu]

Very helpful, thanks!

[@jieqiiii]

Thanks! Great video!

[@stephanies4267]

Thank you ! :)

[@Saywhatohno]

how would you apply this for loans? for example mortgage or personal loans?

[@bikramadityaghosh1450]

what empirical distribution is used in KMV? Gamma or Poison?

[@katendepaul4105]

I have an Excel sheet of Merton model but I don't know the input data i am supposed to use. Can anyone please help me

[@2012daffyduck]

What does KMV stand for?

[@tudelftonlinelearning1226]

KMV is the abbreviation for Kealhofer, McQuown and Vasicek, who were the founders of the KMV company (that was later acquired by Moody's). You can read more about the history of KMV here: www.moodysanalytics.com/about-us/history/kmv-history