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Analýza faktorov kreditného rizika u spotrebiteľských úverov / An Analysis of the Factors Affecting Credit Risk in Personal Lending

This thesis takes up the issue of consumer loans credit risk. It aims to identify factors that influence the likelihood of default during the repayment of bank retail products. Theoretical part is focused on the theory of bank loans, credit risk together with its regulation within the Basel guidelines and a description of the most commonly used statistical methods for the creation of scoring models. In the practical part, logistic regression parameter estimates are used on real set, the main features linking loans in default are examined and their impact on the proportion of bad loans in the portfolio is measured.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:264694
Date January 2016
CreatorsKissík, Tomáš
ContributorsDvořák, Petr, Fleischmann, Luboš
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageSlovak
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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