Predikce pravděpodobnosti defaultu vybraných bank v České republice

Abstract

This Thesis delas with the determination and prediction of probability of default of banks in the Czech Republic. The thesis is focused on the characteristics of banks and financial indicators of banking institutions, There are different groups of indicators, are described further models to prediction credit risk. The main aim of thesis is to determination and prediktion of probability of default of banks in the Czech Republic by GaG3 model, which is based on financial data.