Jezik: | Slovenski jezik |
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Leto izida: | 2016 |
Tipologija: | 2.09 - Magistrsko delo |
Organizacija: | UM EPF - Ekonomsko-poslovna fakulteta |
Založnik: | [N. Kaiser] |
UDK: | 336.77(043.2) |
COBISS: | 12499484 |
Št. ogledov: | 741 |
Št. prenosov: | 97 |
Ocena: | 0 (0 glasov) |
Metapodatki: |
Sekundarni jezik: | Angleški jezik |
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Sekundarni naslov: | Rating models used in SME portfolio in international banking group |
Sekundarni povzetek: | 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. |
Sekundarne ključne besede: | credit risk;rating models;PD;default;LGD;EAD;validation;calibration;predictive power;GINI;credit limits; |
URN: | URN:SI:UM: |
Vrsta dela (COBISS): | Magistrsko delo |
Komentar na gradivo: | Univ. v Mariboru, Ekonomsko-poslovna fak. |
Strani: | IV, 99 str. |
ID: | 9140299 |