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

Issue

Vol. 113 No. 7/8 (2017)

Section

Commentary

License

Creative Commons License
All articles are published under a Creative Commons Attribution 4.0 International Licence

Copyright is retained by the authors. Readers are welcome to reproduce, share and adapt the content without permission provided the source is attributed.

Disclaimer: The publisher and editors accept no responsibility for statements made by the authors

How to Cite

Sanderson, L. B., Maré, E., & de Jongh, D. C. (2017). Banking regulations: An examination of the failure of African Bank using Merton’s structural model. South African Journal of Science, 113(7/8), 7. https://doi.org/10.17159/sajs.2017/a0216
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