Methods of quantitative analysis and forecasting of financial risks in corporate governance

The article explores modern methods of quantitative analysis and forecasting of financial risks in corporate governance. It describes key approaches such as Value-at-Risk, stress testing, and scenario analysis, along with their application in times of economic instability. The study focuses on mathematical models that allow more accurate forecasting of potential losses and enhance business resilience. Theoretical and methodological foundations, as well as practical aspects of integrating quantitative methods into strategic company planning, are discussed. Particular attention is given to the integration of quantitative risk assessment models into corporate decision support systems, enabling the development of adaptive management strategies based on predictive data.