Analisis Kebangkrutan: Aku Tahu Kapan Kamu Bangkrut

DP       = Default point ($)

MVA   = Market value of asset ($)

AV       = Asset Volatility (%)

Cara bacanya itu misal kita punya 10% EDF, maka kita punya 10% atau 1 dari 10 kemungkinan gagal bayar ditahun depan (Moody's KMV, 2004). Makin tinggi EDF, makin besar kemungkinan perusahaan akan bangkrut di tahun depan. Dah, gampangkan jadi dukun keuangan? Gaslah kita buka praktek perdukunan! Coba kalian prediksi perusahaan apa yah yang kira-kira akan bangkrut setahun kedepan?

Daftar Pustaka

Calculator Academy. (2022). Expected Default Frequency (EDF) Calculator. Didapatkan dari: https://calculator.academy/expected-default-frequency-edf-calculator/#:~:text=To%20calculate%20the%20expected%20default,multiply%20by%20the%20asset%20volatility..

Cantor dan Mann. (2006). Analyzing the Tradeoff Between Ratings Accuracy and Stability. Didapatkan dari: https://www.moodys.com/sites/products/defaultresearch/tradeoff.pdf.

CFI. (2023). Account Monitoring and Warning Signs. Didapatkan dari: https://corporatefinanceinstitute.com/course/account-monitoring-and-warning-signs/.

CFI. (2023). Expected Default Frequency (EDF). Didapatkan dari: https://corporatefinanceinstitute.com/resources/commercial-lending/expected-default-frequency-edf/.

Moody's KMV. (2004). Quick Reference. Didapatkan dari: https://www.moodys.com/sites/products/productattachments/ce_quickreference.pdf.

Thanks for Illustration Image: