Posouzení vlivu vybraných faktorů na selhání spotřebitelských úvěrů v České republice

Abstract

The diploma thesis deals with econometric modelling of the dependence of the shares of non-performing consumer loans on the total provided consumer loans in the Czech republic on selected macroeconomic factors. The linear regression model with least squares estimation method is used to verify and quantify the relationships. The first part of the thesis discusses the issue of financial stability, the consumer credit market in the Czech republic and selected methods of econometric analysis. The empirical part deals with the individual phases of econometric analysis and subsequent prediction of the shares od non-performing consumer loans to total provided consumer loans in the Czech republic. The last part are discussed in the terms od economic theory.