• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Book

VIII Moscow International Conference on Operations Research (ORM 2016): Moscow, October 17-22, 2016: PROCEEDINGS: Vol.1.

Vol. 1: VIII Moscow International Conference on Operations Research (ORM 2016): Moscow, October 17-22, 2016: PROCEEDINGS: Vol.1. Bk. System dynamics credit risk model of a corporate borrower . M.: Max press, 2016.
Куренной Д. С.

This work focuses on the development of system dynamic credit risk model of the company “Bashneft”, which is a major representative of oil refining and oil producing industries.

The author intends to explore possibility of using system dynamics to build models describing production process and financial condition for a company which deals with petroleum refining industry sector. Special attention is paid to how the behavior of such macroeconomic factors as oil prices and oil products prices (on global and Russian markets), US dollar rate, MosPrime rate (this is the National Foreign Exchange Association (NFEA) fixing of reference rate based on the offer rates of Russian Ruble deposits as quoted by Contributor Banks) and tax system (mineral extraction tax, export duties, petroleum products domestic excise tax) influence on the company.

VIII Moscow International Conference on Operations Research (ORM 2016): Moscow, October 17-22, 2016: PROCEEDINGS: Vol.1.