Modelling the impact of macroeconomic indicators in the creditworthiness of corporate borrowers

<div>Among the many ways to assess the creditworthiness of the borrower , a special place is occupied by the probability of bankruptcy , which are based on certain financial ratios with weights. These models are good so that, as a rule , easy to use and have high predictive power. Study papers shows that focuses on determining the creditworthiness of borrowers themselves directly without macroeconomic conditions that affect the state of the creditworthiness of the borrower . At the same time, the global financial crisis of 2008 showed that the creditworthiness of corporate borrowers affects macroeconomic environment . In this regard , the work raises the question of the impact of macroeconomic indicators on the creditworthiness of the borrower.</div><div>&nbsp;</div><div>Study the influence of boundary marked 8 macroeconomic indicators ( GDP growth , import growth , the increase in unemployment , an increase in real wages, increase PPI growth of investment in fixed capital , the CPI , the increase in the dollar exchange rate on MICEX ) 4 FINANCIAL RATIOS ( absolute liquidity ratio , the ratio of coverage and cost own working capital ratio of agility and inventory turnover ratio ) 4 different industries ( metallurgy production , manufacture and distribution of electricity , chemicals , crude oil and natural gas).</div>