Data modeling in the financial area

[Leapfrog22]

Hi, I plan to do data modeling in the financial area for my master's dissertation. I am thinking of finding the connection between a certain company or country characteristics ( X values) and their creditworthiness (here I am still looking for a Y variable such as credit score, bankruptcy occurrence, etc.). Do you know in which databases I could find required input_ Company data would be great, however, most likely country data might be more accessible then I could also do the thesis based on this. Thank you and very happy to hear about any experience you can share.