Kreditbetyg Vs. Modifierad Merton - En jämförelse av två kreditriskmått
The purpose of this bachelor ́s thesis is to make a comparison between the two measurements of credit risk ”Distance to default” with a modified Merton model and credit ratings from Standard & Poor ́s. The thesis investigates how well the measures agree with one another by using Spearman ́s rank correlation coefficient. By doing this the thesis is meant to provide the reader with an idea of wh