📊 Institutional Financial Ratios & Credit Risk Analytics Engine

Quantitative credit risk framework implementing Altman Z-Score bankruptcy prediction models and Merton Structural Distance-to-Default (DD) probability calculations for corporate bond analysis.

Inspired by credit analysis and bond valuation workflows at Anaxis Asset Management ($1B+ AUM).

⚡ Key Features

• Altman Z-Score Engine: Evaluates Working Capital, Retained Earnings, EBIT, and Market Leverage.
• Merton Structural Model: Computes 1-Year Probability of Default (PD) and Distance-to-Default using Black-Scholes asset value dynamics.

🚀 Quickstart

pip install -r requirements.txt
python main.py