Default Probability Modelling for Retail Companies

Student: Neklyudova Arina

Educational Programme: Corporate Finance (Master)

Year of Graduation: 2019

This work considers such concepts as “credit risk” and “probability of default”. The study is devoted to determining the basic methods of modeling the probability of default, and determining the key factors affecting the assessment of the probability of default of companies engaged in retail trade in the Russian Federation, using regression analysis. Additionally, the homogeneity of the probability of default of retail companies was assessed depending on a number of their qualitative characteristics.

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