ESTIMATING THE PROBABILITY OF OIL COMPANY DEFAULT BASED ON SYSTEM DYNAMICS MODEL
https://doi.org/10.32686/1812-5220-2018-15-2-86-92
Abstract
This study demonstrates the possibility of using a system-dynamic model of oil producing and refining enterprise for assessing the probability of its default. The obtained results are compared with the estimations of rating agencies.
About the Authors
D. S. Kurennoy
Moscow State University, Moscow
Russian Federation
Russian Federation
D. Yu. Golembiovskiy
Moscow State University, Moscow
Russian Federation
Russian Federation
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Review
For citations:
Kurennoy D.S., Golembiovskiy D.Yu. ESTIMATING THE PROBABILITY OF OIL COMPANY DEFAULT BASED ON SYSTEM DYNAMICS MODEL. Issues of Risk Analysis. 2018;15(2):86-92. (In Russ.) https://doi.org/10.32686/1812-5220-2018-15-2-86-92
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