INTERNATIONAL JOURNAL OF INFORMATION AND COMMUNICATION TECHNOLOGIES

Освещение новых идей, вопросов науки и техники, последних разработок и исследований для специалистов широкого круга

RESEARCH ON RISK ANALYSIS METHODS USING MODELS OF DEFAULT PROBABILITY IN THE FINANCIAL INDUSTRY

Authors

  • Suleimenova A.R. Международный университет информационных технологий
  • Sayabayeva A.Zh. IITU
  • Moldagulova A.N.

DOI:

https://doi.org/10.54309/IJICT.2022.10.2.010

Keywords:

probability of default, loan quality category, reserves for possible loan losses, binary regression

Abstract

The article discusses the issues of methods for analyzing the probability of default (bankruptcy) of enterprises in the context of the financial industry. We propose approaches based on our own research to assess the probability of default. There are many models that help analyze credit risks, for example, the probability of default, migration risk and default on losses. Each of these models is vital for assessing credit risk, however, the most important model is default, i.e., used in this article. To solve this problem, a standard mathematical apparatus is used: linear regression, matrix theory and nonlinear programming

Downloads

Published

2022-06-15

How to Cite

Сулейменова, А., Sayabaeyeva, & Moldagulova A.N. (2022). RESEARCH ON RISK ANALYSIS METHODS USING MODELS OF DEFAULT PROBABILITY IN THE FINANCIAL INDUSTRY. INTERNATIONAL JOURNAL OF INFORMATION AND COMMUNICATION TECHNOLOGIES, 3(2), 103–113. https://doi.org/10.54309/IJICT.2022.10.2.010

Issue

Vol. 3 No. 2 (2022): INTERNATIONAL JOURNAL OF INFORMATION AND COMMUNICATION TECHNOLOGIES

Section

MATHEMATICAL AND COMPUTER MODELING

License

Copyright (c) 2022 INTERNATIONAL JOURNAL OF INFORMATION AND COMMUNICATION TECHNOLOGIES

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

https://creativecommons.org/licenses/by-nc-nd/3.0/deed.en