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Application of Bool Variables in Analysis of Risks in the Bond Market

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Digital Technologies in the New Socio-Economic Reality (ISCDTE 2021)

Part of the book series: Lecture Notes in Networks and Systems ((LNNS,volume 304))

Abstract

The analysis of the reliability of modeling the risk of default by Russian companies on bonds using boolean variables is carried out. When determining the type of Boolean variables, the operations of logical addition and logical multiplication were used, which makes it possible to take into account the ratio of the company’s liabilities and various sources of financing the company’s liabilities, such as sales proceeds, company profits, and current assets. When analyzing the applicability of complex Boolean variables, the Fisher criterion was used. A regression analysis of the effectiveness of modeling the risk of default by Russian companies on bonds has been carried out. From the whole variety of variables reflecting the financial condition of the company, we have identified those variables that can be most accurately used in the study of the risk of default by Russian companies on securities.

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Author information

Authors and Affiliations

  1. Samara State Economic University, Samara, Russia

    S. I. Makarov

  2. University «MIR», Samara, Russia

    M. A. Boldyrev

Authors
  1. S. I. Makarov
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  2. M. A. Boldyrev
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Editor information

Editors and Affiliations

  1. Department of Applied Management, Samara State University of Economics, Samara, Russia

    Svetlana Igorevna Ashmarina

  2. Department of Applied Management, Samara State University of Economics, Samara, Russia

    Valentina Vyacheslavovna Mantulenko

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Makarov, S.I., Boldyrev, M.A. (2022). Application of Bool Variables in Analysis of Risks in the Bond Market. In: Ashmarina, S.I., Mantulenko, V.V. (eds) Digital Technologies in the New Socio-Economic Reality. ISCDTE 2021. Lecture Notes in Networks and Systems, vol 304. Springer, Cham. https://doi.org/10.1007/978-3-030-83175-2_60

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  • DOI: https://doi.org/10.1007/978-3-030-83175-2_60

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-83174-5

  • Online ISBN: 978-3-030-83175-2

  • eBook Packages: EngineeringEngineering (R0)

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