Estimation of the Probability of Default of Corporate Borrowers

Lending to the corporate sector represents a significant part of the activities of the Russian banking sector. At the beginning of 2014 the volume of lending to non-financial organizations amounted to about 56% of the value of the loan portfolio and 39% of the value of Russian banks' assets. M...

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Bibliographic Details
Main Authors: Denis V. Rylov, Dmitry V. Shkurkin, Anna A. Borisova
Format: Article
Language:English
Published: EconJournals 2016-05-01
Series:International Journal of Economics and Financial Issues
Online Access:http://mail.econjournals.com/index.php/ijefi/article/view/2354