Využití scóringové metody při řízení úvěrového rizika

Abstract

This thesis deals with the use of scoring method in credit risk management. First it was defined the essence of the credit policy of banks with a focus on loans granted to corporations. In other parts have been aimed to each step in the bank credit risk management. The practical part focuses on the calculation of the probability of default for selected corporate. The calculation was used scoring method based on the assessment of the most important financial indicators. In addition, a certified applied Scorings ČNB, was subsequently created using the program SPSS own model. Both models showed a deviation so that had been predicted several bankrupt companies than was predicted by models. Credit process is time-limited, and therefore the evaluation method of scoring the appropriate credit risk management as well as for legal persons. Recommended scoring assessment expanded to include the observation of non-financial indicators, thus eliminating the banks even more risky loans.