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04.12.2017 31.01.2019 10 10 1 1 1.2 0.6 30 80 Number of shares issued (Millions) Nominal value of shares () Market Value of shares ()
04.12.2017 31.01.2019 10 10 1 1 1.2 0.6 30 80 Number of shares issued (Millions) Nominal value of shares () Market Value of shares () Annualized volatility of share prices (%) Short-term Liabilities (Million ) Long-term Liabilities (Million ) Annualized volatility of Market Value of Assets (%) Market Value of Assets (Million ) 1-year interest rate (%) 8 30 4 20 17 18 22 42 0,2 0,2 Using structural models, identify the main changes between the 2 dates regarding the credit risk of Portex, detailing your calculations and presenting any additional assumption you may be required to consider 04.12.2017 31.01.2019 10 10 1 1 1.2 0.6 30 80 Number of shares issued (Millions) Nominal value of shares () Market Value of shares () Annualized volatility of share prices (%) Short-term Liabilities (Million ) Long-term Liabilities (Million ) Annualized volatility of Market Value of Assets (%) Market Value of Assets (Million ) 1-year interest rate (%) 8 30 4 20 17 18 22 42 0,2 0,2 Using structural models, identify the main changes between the 2 dates regarding the credit risk of Portex, detailing your calculations and presenting any additional assumption you may be required to consider
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