Stanovení bonity pro vybrané klienty

Abstract

This Bachelor thesis is focused on client´s creditworthiness.determination as the main aspect of the credit risk management and credit process. The aim of this work is to determine the creditworthiness of the selected enterprises using basic rating and default models. The theoretical part defines main terms connected to this topic such as financial risks, particularly credit risk, the process of credit risk management and description of credit process. The next section characterizes two main groups of clients (retail and corporate clients) and the methods used to determine their creditworthiness. The final part of the theoretical section is devoted to the presentation of the main predictive models that banks use to evaluate the financial situation of entreprises. In the practical part, these models are used to assess the creditworthiness of specific companies and determine their probability of bankruptcy. Then the results are compared with a rating made by an external rating agency. The conclusion summarizes the solutions and conclusions about the financial health of rated companies.