Bonitetni modeli v mednarodni finančni skupini na primeru portfelja mikro in majhnih družb

magistrsko delo

Nataša Kaiser (Author), Vita Jagrič (Mentor)

Abstract

Bančno okolje je nenehno povezano s tveganjem. Zaradi globalizacije, ki je odprla finančne trge, je banke izpostavila še večjemu tveganju. Skozi nalogo predstavimo kreditno tveganje in različne modele kreditnega tveganja. V teoretičnem delu predstavimo oblikovanje kreditnih limitov, kot apetit tveganja posamezne banke. V magistrski nalogi predstavimo bonitetni model za mikro in majhna podjetja. V empiričnem delu preverjamo hipoteze, enotnega bonitetnega modela. V sklepu podamo izboljšave modela.

Keywords

kreditna politika;kreditno tveganje;bonitetni modeli;validacija;kalibracija;mikro podjetja;mala podjetja;

Data

Language:	Slovenian
Year of publishing:	2016
Typology:	2.09 - Master's Thesis
Organization:	UM EPF - Faculty of Economics and Business
Publisher:	[N. Kaiser]
UDC:	336.77(043.2)
COBISS:	12499484
Views:	741
Downloads:	97
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Rating models used in SME portfolio in international banking group
Secondary abstract:	Bank environment is always conected with risk. Globalization opened financial markets and banks were exposed to higher risk. During the task we present credit risk and different models of credit risk.In theoretical part we present credit limits as risk apetite of the bank.In the task there is also presented Rating model for SME companies. In empirical part we are analysing hypothesis of unified rating model of the banking group. In final decision we presented improvements of the rating model.
Secondary keywords:	credit risk;rating models;PD;default;LGD;EAD;validation;calibration;predictive power;GINI;credit limits;
URN:	URN:SI:UM:
Type (COBISS):	Master's thesis
Thesis comment:	Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages:	IV, 99 str.
ID:	9140299