Srovnání pravděpodobnosti úpadku vybraných českých a slovenských bank

Abstract

The aim of thesis is to estimate probabilities of breakdowns of Czech and Slovak banks, by using selected credit scoring model GaG1,GaG2,GaG3, logit model and probit model. The dissertation is divided into five chapters, introduction and conclusion included. The second chapter is dealing with the general description of the bank and particular financial indexes for evaluating financial efficiency and competitivness of the banks. In the third chapter is the credit risk explained, followed by the description particular credit scoring models. The fourth chapter presents the use of methodology, described in last two chapters. The desription of particular banks is staed there, the brief outline of their economy included, followed by financial analysis, on which base are credit scoring models calculated. Consquent values of these models are stated toegether with the influences of particular financial indexs. All calculations are written down in the table with subsidiary comments in chronological sequence. At the end of this chapter the comparing of particular banks due to these models is presented.