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Risk Assessment Information System Development for Lending Foreign Activity

ФИО студента: Dmitriy Dulkay

Руководитель: Marina V. Radionova

Кампус/факультет: Faculty of Economics, Management, and Business Informatics

Программа: Business Informatics (Bachelor)

Год защиты: 2021

The work is devoted to the construction of an econometric model for assessing the probability of default in lending to foreign economic activities and the development of an application based on the constructed model. The paper examined the literature on the research topic, analyzed existing approaches to valuation, identified factors that may have a potential impact on the probability of default; collected and structured data for modeling from 2015 to 2018 for 47 foreign economic transactions; in the process of modeling, the best of the models was selected and interpreted. This model formed the basis of the developed application for assessing the credit risk of foreign economic activity. The work contains 19 figures, 6 tables.

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