SYSTEM DYNAMICS CREDIT RISK MODEL OF AN OIL COMPANY
https://doi.org/10.32686/1812-5220-2017-14-1-6-22
Abstract
This research focuses on building system dynamics credit risk model of an oil company. Article shows the possibility of using such models to define macroeconomic scenarios leading to default of a borrow.
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. SYSTEM DYNAMICS CREDIT RISK MODEL OF AN OIL COMPANY. Issues of Risk Analysis. 2017;14(1):6-22. (In Russ.) https://doi.org/10.32686/1812-5220-2017-14-1-6-22
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