Využití scóringového modelu při řízení úvěrového rizika

Abstract

Goal of this diploma work is to create scoring model for consumer loans. Second chapter, the theoretical part, analyzes credit risk, its reasons and impacts. It also decomposes credit risk management and assurance. There is analyzed the loan policy and progress of classified loans in Czech Republic as well. In the third part, we create a scoring model on real data. There was used the logistic regression in three different methods. We used SPSS application to build up this model. The fourth chapter evaluates and compares all the three models. In the end, there is chosen one model that is able to predict probability of default on the base of used characteristics in the best way.