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The assessment of the credit risk of investment projects
P. 721–730.
Publication based on the results of:
In book
XVI Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн.
Кн. 1. , М.: Издательский дом НИУ ВШЭ, 2016.
Biryukova O. V., Barzunov D., Pautov A., Проблемы Дальнего Востока 2026 № 4 С. 90–109
The formation of new transcontinental transport arteries intensifies geoeconomic competition in Eurasia and requires the development of sustainable models of investment cooperation. The Chinese Belt and Road Initiative and the International North—South Transport Corridor represent distinct institutional concepts for infrastructure financing, differing in their sources of capital, degree of centralization, and mechanisms of risk allocation. ...
Added: August 19, 2026
Пономарев В. И., Galkina A. N., Сидельникова Е. С., В кн.: ЭФФЕКТИВНОЕ ГОСУДАРСТВЕННОЕ И МУНИЦИПАЛЬНОЕ УПРАВЛЕНИЕ КАК ФАКТОР СОЦИАЛЬНО-ЭКОНОМИЧЕСКОГО РАЗВИТИЯ ТЕРРИТОРИЙ: материалы VI Всероссийской научно-практической конференции студентов, аспирантов, молодых ученых.: Севастополь: Федеральное государственное автономное образовательное учреждение высшего образования "Севастопольский государственный университет", 2025. С. 279–284.
A comparative analysis of traditional financial approaches and the non-financial co-investment approach is conducted, using the example of the Platform for Core Competences Co-investment (PSKK) for implementing investment projects. To confirm its effectiveness and value for state and municipal authorities, an analysis of the share of variable costs in the revenue of high-tech industries was ...
Added: May 29, 2026
Zubarevich N., Сафронов С. Г., Региональные исследования 2024 № 1(83) С. 4–18
The article analyzes the level and dynamics of interregional inequality in Russia, Kazakhstan, Uzbekistan, Belarus and some European countries (in terms of NUTS-2 territorial units) according to available data from official statistics of the CIS countries (1995–2022) and Eurostat (2011–2022). The Gini coefficient, weighted by population and normalized depending on the number of territorial units, ...
Added: January 22, 2026
Ozerov K., Кутенко С. В., Деньги и кредит 2024 Т. 83 № 4 С. 98–118
Under limited data, the classical cohort method for the creation of migration matrices does not fully reflect the dynamics of the credit quality of the objects within the sample. This problem is exacerbated for objects of lower credit quality less represented in the sample. This paper investigates a continuous time approach to the creation of ...
Added: December 20, 2025
Biryuk D., В кн.: Управление и экономическая безопасность: страна, регион, малый и средний бизнес : сборник научных статей VIII Международной научно-практической конференции , приуроченной к 95-летию РГЭУ (РИНХ), 04–06 декабря 2025 года.: Ростов н/Д: Издательско-полиграфический комплекс Ростовского государственного экономического университета, 2025. С. 119–122.
The article is devoted to the classification and accounting of budget obligations in the electronic budget for PPP projects. The author explores the problems arising from the lack of standard forms of PPP agreements and concession agreements, which complicates forecasting the size and timing of payments on budget obligations. It is proposed to introduce standard ...
Added: December 2, 2025
Гарипова Ф. Г., Zazdravnykh E., Здравоохранение Российской Федерации 2025 Т. 69 № 1 С. 12–19
Introduction. This article presents a model for assessing the economic effectiveness of preventive programmes implemented in the workplace and aimed at reducing the risk of illness among employees; we chose cardiovascular diseases (CVDs) for the purposes of exemplifying our model. The goal of the study is to develop a financial model (calculator) for assessing the ...
Added: September 19, 2025
Галазова С. С., Володина В. Н., Медведева М. Б. et al., Север и рынок: формирование экономического порядка 2024 № 2 С. 129–145
The article presents an overview of commemorative collectible and investment coins dedicated to the North. Thematic issues for the last 30 years are grouped. Various aspects of the study are systematically analyzed: historical, economic and investment. The authors reviewed interesting thematic issues of commemorative coins made of precious metals of the Bank of Russia dedicated ...
Added: July 7, 2025
Галанов В. А., Galanova A., Наука и практика. Научно-аналитический журнал РЭУ им. Г.В. Плеханова 2025 Т. 17 № 1(57) С. 27–34
The differences between short-term and long-term types of investment in the stock market have a deep economic basis in relation to which the time period acts only as a generalizing feature that allows reflecting the holistic and complex range of economic differences between them, primarily in terms of their profitability and risks. The duration of ...
Added: May 28, 2025
Rusetskaya O., Вестник факультета управления СПбГЭУ 2024 № 20 С. 95–106
The article provides a comparative analysis of investments in fixed assets in Petrozavodsk city district and Pskov in 2012-2021, as well as the main investment projects implemented in these cities over the past 15 years. Based on the analysis of the main investment projects, the urban regimes that have developed in Petrozavodsk and Pskov are ...
Added: February 28, 2025
Zaiane S., Semenova M., / NRU Higher School of Economics. Series FE "Financial Economics". 2025. No. 96FE2025.
This study examines the relationship between managerial ability (MA) and bank loan quality, employing a quantile regression model. It analyzes whether the impact of MA on loan quality changes across various quantiles of risk. Using a sample of 126 MENA banks (2006–2020), the results reveal that the impact of MA on bank loan quality varies ...
Added: February 18, 2025
Sizykh D., Kovalev R., Sizykh N., , in: 2024 17th International Conference on Management of Large-Scale System Development (MLSD).: IEEE, 2024. P. 1–5.
To improve the assessment model of credit risk by Merton for Russian financial market using the Monte Carlo simulation method and the SARIMA model for data forecasting. Nowadays, there are many methods of the assessment use in European countries. However, the applications of these methods may lead to inaccurate forecasts. In this work, modern methods ...
Added: January 15, 2025
Galanova A., Овсяник В. А., Наука и практика. Научно-аналитический журнал РЭУ им. Г.В. Плеханова 2024 Т. 16 № 3(55) С. 37–50
Credit ratings represent an assessment of the totality of borrowers' risks, and due to the very method of compilation, they contain a large amount of information about companies which is taken into account by market participants. The impact of news release about a change in a company's credit rating on the dynamics of its stock prices can be analyzed ...
Added: December 21, 2024
Гусев А. А., Валютное регулирование. Валютный контроль 2020 № 12 С. 43–53
Nowadays, when designing a finance lease, the importance of competent investment evaluation is extremely high. Through the indicators of net present income, payback period and internal rate of return it is possible to analyze future cash flows and make an economically sound decision on the choice of leasing or bank loan, as well as on ...
Added: November 7, 2024
Afanasev V., Финансы и бизнес 2024 Vol. 20 No. 3 P. 71–88
The conventional approach to default prediction implies using financial ratios as predictors. This paper provides evidence for improvement in the quality of default prediction for auto repair firms if non-financial data is included in the models. The study uses a sample of more than 200 firms, which defaulted in 2018–2023 and 10 healthy peers samples ...
Added: October 2, 2024
Penikas H. I., / Банк России. Серия доклады Банка России "Серия докладов об экономических исследованиях". 2024.
In 2016, the Bank of Russia developed two ordinances to set forth a procedure using a limited sample of loans to conclude whether the level of loss provisions in the portfolio of uniform loans is sufficient or not and whether the bank’s capital is adequate.
The existing procedure of reserve sufficiency evaluation previews as a rule considering only a part of the loan portfolio and transfer (extrapolation) of the provision thus assessed for the overall portfolio. Moreover, the acting approach to define the minimum loan sample size assumes the absence of the default correlation.
Author’s contribution ...
Added: June 1, 2024
Penikas H. I., Вопросы экономики 2023 Т. 6 С. 36–61
Впервые рассмотрен уникальный массив данных о предложении ставок по кредитам с февраля по август 2022 г. Обосновано, что такие предложения, содержащие информацию о ставке и дополнительных условиях (срок, сумма и т. д.), чаще дают более крупные банки. Проанализированы слагаемые как кредитного риска ссуды, так и риск-аппетита банка. Показано, что банки, оценивающие кредитный риск для нормативов ...
Added: June 9, 2023
Хмелева П. А., Journal of Corporate Finance Research 2023 Vol. 17 No. 1 P. 78–89
The paper evaluates the influence of a CEO’s education level and their experience on the amount invested in R&D in the pharmaceutical industry. The sample consists of 270 high-tech pharmaceutical companies from the S&P BMI index in 1999–2018 from 23 countries, both developed and emerging. The pharmaceutical industry is of particular interest since the projects ...
Added: May 15, 2023
Маракуева М. А., Финансы и бизнес 2021 Т. 17 № 4 С. 3–17
The article discusses the most common mistakes in banking practice when constructing scoring models for assessing the credit risk of individuals. For a detail description, we have selected the most significant ones from the point of view of generating retail profit. With the example of logistic regression we show how much the price of each ...
Added: April 8, 2023
Dregulo A., Khodachek A. M., В кн.: Региональная экономика и развитие территорийТ. 16. Вып. 1.: Издательство Санкт-Петербургского государственного экономического университета, 2022. С. 57–62.
The focus on the introduction of modern technologies and international waste management practices allows us to improve the mechanisms of international business cooperation. Nevertheless, it is impossible to overcome the "garbage" crisis without the improvement of state policy in the field of environmental education and enlightenment, as well as strengthening the role of civil society ...
Added: December 22, 2022