Home  Journals  Financial Analytics: Science and Experience  11(53) - 2011 March

Estimation of the probability of default for industrial companies based on financial indicators

Available online: 15 March 2011

Subject Heading: Financial management

JEL Classification: 

The work represents empirical application of conditional logic-model for estimation of default probability for Russian banks corporate loans. Currently Russian banking system faces high and rapidly growing share of non-performing loans. The key objective of our research is to develop an empirical model for estimation default probability for corporate clients of Russian banks. This achieved through using logic-approach for the default estimation.

Keywords: bank, credit, risk, estimation, probability, default, financial, analysis

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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