Modely měření úvěrového rizika dlužníků
Diploma t hesis deals with fund ament al attributes of credit risks, hist orie development of models and selected statist ical methods for counter party risk meas urement . The mat erial is focused on aplication of cluster analysis and logisti c regression. Fur ther , it provides overview of meas ur...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2006
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| Online Access: | http://www.nusl.cz/ntk/nusl-267336 |
| Summary: | Diploma t hesis deals with fund ament al attributes of credit risks, hist orie development of models and selected statist ical methods for counter party risk meas urement . The mat erial is focused on aplication of cluster analysis and logisti c regression. Fur ther , it provides overview of meas ur ing the effectivity of models, The final par t present s dat a processing in t he SAS software package, findin gs on influence of categorical data repr esentation to model efficiency and depend ence of model efficicncy on size of underlying development sample. |
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