Skip to main content

Advertisement

Table 4 ANOM: response table for mean (PD)

From: Distance to default and probability of default: an experimental study

Level V X r σ
1 0.22661 0.11523 0.18590 0.06077
2 0.17427 0.15238 0.16467 0.18620
3 0.11574 0.24900 0.16605 0.26965
Delta 0.11086 0.13377 0.02124 0.20887
Rank 3 2 4 1