QuantumLearner commited on
Commit
cadecfd
·
verified ·
1 Parent(s): c75cb81

Update app.py

Browse files
Files changed (1) hide show
  1. app.py +2 -2
app.py CHANGED
@@ -486,10 +486,10 @@ def plot_zscore_figure(df, date_col, partial_cols, total_col, partial_names, tot
486
  ###############################################################################
487
  # STREAMLIT APP
488
  ###############################################################################
489
- st.title("Default Risk Estimation")
490
 
491
  #st.write("## Overview")
492
- st.write("This tool assesses a firm's default risk using two widely recognized models:")
493
  st.write("1) **Altman Z-Score**: A financial distress predictor based on accounting ratios.")
494
  st.write("2) **Merton Distance-to-Default (DTD)**: A market-based risk measure derived from option pricing theory.")
495
  #st.write("Select a page from the sidebar to explore each model’s estimates and methodology.")
 
486
  ###############################################################################
487
  # STREAMLIT APP
488
  ###############################################################################
489
+ st.title("Bankruptcy Risk Estimation")
490
 
491
  #st.write("## Overview")
492
+ st.write("This tool assesses a firm's bankruptcy and default risk using two widely recognized models:")
493
  st.write("1) **Altman Z-Score**: A financial distress predictor based on accounting ratios.")
494
  st.write("2) **Merton Distance-to-Default (DTD)**: A market-based risk measure derived from option pricing theory.")
495
  #st.write("Select a page from the sidebar to explore each model’s estimates and methodology.")