Developement of countries’ creditworthiness rating assessment system
Authors: Babanskaya V., Rusanov A., Gorivenko V., Sobchenko K., Sokolovskiy I., Dolzhkova E.
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The paper presents a countries’ creditworthiness assessment system involving the advanced mathematical models, such as discriminant analysis, cluster analysis, multiple regression, non–linear models and neural network model. On the system development process, the following economic figures were used: GDP per capita, GDP value, annual growth rate of GDP, FDI — foreign investment, the rate of unemployment, consumer price inflation index, the size of government debt in percentage of GDP. Obtained models and results were united and programme. As a result, we developed the new Russian system of countries’ creditworthiness assessment “Country2016”.