Abstract
The article discusses the issues of methods for analyzing the probability of default (bankruptcy) of enterprises in the context of the financial industry. Based on the research, it proposes approaches to assess the probability of default. Many models help analyze credit risks, for example, the probability of default, migration risk, and default on losses. Each of these models is vital for assessing credit risk, however, one of the basic and essential models is the probability of the default model, i.e., used in this article. To solve this problem, a standard mathematical apparatus is used: linear regression, matrix theory, and nonlinear programming.