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This study aims to identify the effectiveness of structural models in detecting the financial distress risk of a group of Firms listed on the Abu Dhabi Securities Exchange (ADX) during 2021-2022, by applying the steps that the KMV model relies on to detect default risk of a sample of 16 Firms active in different sectors. The analysis provided by the CREDIT METRICS model was also relied upon in the credit rating of the firms under consideration In order to achieve this study, the descriptive curriculum was used to familiarize itself with the various theoretical aspects of the study, An auntie study approach to the effectiveness of the KMV model in predicting firms default.
This study came up with a set of findings as follows: the ability and efficiency of the KMV model in detecting early default risks, with 13 sound firms, 3 firms having a high risk of default over, and the CREDIT METRICS model assuming that enterprises within the same classification category have the same risk of default
Keywords: Default- Structural models – Probability of default - Model Credit Metrics.

Item Type	Thesis
Divisions	» Faculty of Economic, Commercial and Management Sciences
ePrint ID	4778
Date Deposited	2024-01-08
Further Information	Google Scholar
URI	https://univ-soukahras.dz/en/publication/article/4778

@phdthesis{uniusa4778,
    title={تطبيقات النماذج الهيكلية للكشف عن مخاطر التعثر المالي في المؤسسة - دراسة تطبيقية على عينة من المؤسسات المدرجة في بورصة أبوظبي},
    author={Lamisse BOUCHOUCHA},
    year={2024},
    school={univ of souk ahras}
}