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Application of Multicriteria Optimization Methods for Assessing Financial Risks when Interacting with Counterparties

Student: Olga Masaylova

Supervisor: Yulia Grishunina

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Applied Mathematics (Bachelor)

Year of Graduation: 2019

In the present work, the task of assessing the financial and economic condition of a firm according to indicators from open financial statements is considered. To assess the financial risk of the company, mathematical models were implemented based on the following parameters: liquidity, profitability of companies, financial stability and business activity of the company in the market. Evaluation of these parameters at the stage of choosing a counterparty is required for further mutually beneficial cooperation. This paper discusses the construction of two models for evaluating firms when choosing a counterparty. The first model is based on the hierarchy analysis method. The second model are allowed divide all firms on two groups: “reliable”, “unreliable”. To build the first model, the VBA (Visual Basic Application) environment was chosen. To build the second model, the Python programming language was chosen.

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