The modified ESG-KMV model for default prediction
This study enhances credit risk assessment by incorporating environmental, social, and governance (ESG) factors into the KMV model. Using matched data from 110 Taiwanese companies, half of which experienced financial crises between 2015 and 2023, we propose adjusting the KMV model's default threshol...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Elsevier
2026-04-01
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| Col·lecció: | International Review of Economics & Finance |
| Matèries: | |
| Accés en línia: | http://www.sciencedirect.com/science/article/pii/S1059056026002303 |
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