Gvozdytskyi V. Models of estimation of the threat of financial crises forming in corporate systems

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0417U000054

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

14-12-2016

Specialized Academic Board

Д 64.055.01

Simon Kuznets Kharkiv National University of Economics

Essay

Object of research: the processes of financial activities of subsidiaries and of parent corporation enterprises of Ukraine; objective: development of a set of models of prevention the threat of crisis forming on corporate enterprises, which allow to diagnose timely the possibility of a financial crisis in particular enterprise and in a corporation at whole, as well as to develop and adopt appropriate crisis management decisions; research methods and instruments: systems analysis, expert assessment techniques, the method of neuro-fuzzy networks, cluster analysis, mathematical apparatus of fuzzy logic, the method of "caterpillar", convolutions additive method, graphical method; theoretical and practical results: a methodical approach to the development of a set of economic and mathematical models of estimation the threat of forming of financial crises in the corporate enterprises, which is based on the principles of proactive management and which, in contrast to the existing ones, allows to adequately analyze the financial condition of the entire corporate system, to assess the impact of financial crises on subsidiaries to the threat of bankruptcy of the corporation, to forecast the probability of crises in future periods, and to implement the necessary set of measures for their prevention; system of indicators for the development and implementation of the model of estimation the threat of financial crisis on corporate enterprises, which, unlike the others, describes a complex financial condition of the corporate enterprises, describing different aspects of their activity and which can improve the quality of the models of estimation of the threat of financial crises in corporate systems; model of assessment of the threat of forming the financial crises in the corporate systems that, unlike the existing ones, allows to determine the threat of bankruptcy not only in the current, but also in the next periods, which allows the company to timely detect and prevent the threat of financial crisis; model of assessment of the impact of financial crisis in the subsidiary on the overall financial condition of the corporation as a whole, which, unlike the existing ones, allows to evaluate the threat of corporate bankruptcy considering the aspect of the financial crisis in the subsidiary; multivariate models of forecasting of the values of indicators of the financial condition of corporate enterprises on the basis of "caterpillar" method, which allows to identify the threat of the crisis on the companies in the future; crisis management model of corporate-type enterprises, which, unlike the existing ones, allows to make reasonable management decisions depending on the depth of the financial crisis on the different enterprises of the corporation; subject and degree of implementation: developments are implemented in practical work of OJSC NTP "Ukrpromenergo", of the Department of Agricultural Development of Kharkiv Regional State Administration; scope of use: proactive crisis management corporate enterprises.

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