Predikce úpadku firem pomocí scoringového modelu

Abstract

The main topic of this thesis is Forecasting firm´s bankruptcy by scoring model. The whole work is composed of five chapters. The first chapter is an introduction where we learn about the goal of the work, which is to create a functional model for predicting firm´s bankruptcy. The second chapter deals with describing the financial analysis. The larger part of this chapter comprises a description of financial ratios. The third chapter describes the rating and scoring models, the main theme, however, are methods of making these models, such as discriminant analysis, regression analysis and logistic regression. At the end of chapter are also discussed selected prediction models. The fourth chapter is the application part. It includes results and evaluation, which have been achieved in creating a model using logistic regression in STATA. The fifth and therefore last chapter is concluded that includes evaluation of the whole work.