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kmv
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KMV/Merton structural credit ratings with quantified uncertainty — 150-name universe, bootstrap-validated, benchmarked against agency ratings. Live terminal + Python pipeline.
python github-pages typescript nextjs pandas quantitative-finance uncertainty-quantification kmv credit-risk fastapi yfinance probability-of-default credit-rating merton-model structural-credit-model
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Jul 30, 2026 - Python
Distance-to-default and implied PD via the structural Merton model
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Updated
Sep 1, 2026 - Python
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