ANALYSIS OF DYNAMIC MODELS FOR ASSESSING THE DEFAULT RISK OF COMPLEX ECONOMIC SYSTEMS: THE PROBLEM OF DATA DRIFT

Abstract

The analysis systematizes modern dynamic approaches to default risk assessment. The authors pay particular attention to the relationship between default risk, enterprise valuation, and the level of technological maturity of companies. The paper analyzes both international and Russian sources, allowing it to take into account both international experience and the specifics of domestic risk management practices. Given the increasing interconnections between economic agents and the growing complexity of financial systems, traditional default assessment methods focused on analyzing individual companies are no longer sufficient. The challenges of dynamic methods are also identified.