Banking regulations: An examination of the failure of African Bank using Merton’s structural model

Authors

  • Leon B. Sanderson Centre for Business Mathematics and Informatics, University of the North-West, Potchefstroom, South Africa
  • Eben Maré Department of Mathematics and Applied Mathematics, University of Pretoria, Pretoria, South Africa
  • Dawie C.J. de Jongh Centre for Business Mathematics and Informatics, University of the North-West, Potchefstroom, South Africa

DOI:

https://doi.org/10.17159/sajs.2017/a0216

Keywords:

Merton model, distance-todefault, financial health, analysis, put option

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Published

2017-07-31

How to Cite

1.
Sanderson LB, Maré E, de Jongh DC. Banking regulations: An examination of the failure of African Bank using Merton’s structural model. S. Afr. J. Sci. [Internet]. 2017 Jul. 31 [cited 2021 Sep. 21];113(7/8):7. Available from: https://sajs.co.za/article/view/3985

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Commentary