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Využití zobecněného lineárního modelu k analýze splácení retailových úvěrů / Retail loan repayment analysis using generalized linear models

This Diploma thesis concern with generalized linear models and their application in bank practice. Especially to analyze retail loan repayment. First of all we see into theoretical viewpoint of generalized linear models. We shortly try to summarize problems of clasical linear model restrictions and after that we apply to theory on which generalized models are based. We introduce an overview of generalized linear models and after that we concern models, where dependent variable have multinomial and gamma distribution in detail. Main part this thesis is dedicated to data analysis about bank retail loans repayments. In this analysis we use those early mentioned models. We try to create good statistical models on which base the risk ratio of current bank clients could be predicted. The risk ratio is measured by two main indicators, which are: "overdue time" and "overdue amount". For analysis is used statistical software SAS.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:19236
Date January 2009
CreatorsŠolc, Michal
ContributorsJarošová, Eva, Forbelská, Marie
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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