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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Viktoria Gorbacheva
Estimation of Default Probabilities of Industrial Enterprises
Economics
(Bachelor’s programme)
2017
This research elaborates on a very significant thing nowadays in the Russian banking sector. It is generally well known that nowadays the share of non-performing loans growing annually, therefore, the study of solvency of the banks’ borrowers in different areas is an urgent problem.

This paper is dedicated to analyzing major default probability models applicable to industrial enterprises and to determining factors effecting their probability of default. Financial data on Russian companies for the period from 2010 to 2016 is used.

Thus, in the framework of this paper were analyzed the risk-relevant factors and were made the model of default probability.

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