XII Міжнародна науково-практична конференція “Сучасні проблеми моделювання соціально-економічних систем”

Model Tools of International Trade Agricultural Enterprises Credit Risks Assessment and Classification

Olga Nashchekina, Olena Sergienko, Igor Sosnov, Evgeniy Shapran, Maryna Tatar

Остання редакція: 07.04.2020


Abstract. On the bases of economic and mathematical tools for estimating and analyzing the aggregate system of agricultural enterprises credit risk indicators, namely the methodology of factor analysis, the hypothesis regarding the grouping and formation of agricultural enterprises credit risk classes has been improved.

Five major systemic groups of external and internal risks which are specific to agrarian enterprises are identified: mortgage risks such as liquidity decrease risk, risk of collateral loss; system providing risks: currency risk, government regulation risk; system forming risks: interest rate, inflation and price risks; natural and climatic risks: temperature fluctuations, precipitation, wind; production risks: risk of crop or it part loss, risk of productivity decrease and technological risk. Assessment of agricultural enterprises classes by risk level by the studied components on the basis of cluster analysis methods makes it possible to determine the set of critical and safe states in general and by local components and to choose effective behavior trajectory for agricultural enterprise creditworthiness increasing.

So the author's development is improving the methodological tools for agricultural enterprise's credit risks assessment and classification, which differ from the existing approaches by complexity and systematicness, on the bases of usage of multilevel factor system of the borrower's assessment by local and aggregate components. The assessment results using this approach laid in the bases of scenarios development of agricultural sector lending, make possible to develop a set of measures for strategic and tactical management of agricultural enterprise's creditworthiness.