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National Repository of Grey Literature

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	The Application of Fuzzy Logic for Risk Evaluation of Corporate Clients Mlčoch, Luboš ; Magyar, Tomáš (referee) ; Dostál, Petr (advisor) Diplomová práce se soustředí na aplikaci principů fuzzy logiky v procesu hodnocení rizikovosti firemních klientů. Na základě reálných dat poskytnutých bankou autor navrhnul dva různé modely, které slouží jako nástroje pro detekci úpadkových firemních klientů. Oba modely a jejich výkonnost jsou řádně otestovány. Detailed record
	Modeling of the Credit Default using Generalized Linear Models Magyar, Tomáš ; Slabý, Aleš (advisor) ; Kulich, Michal (referee) Detailed record
	The Application of Fuzzy Logic for Risk Evaluation of Corporate Clients Mlčoch, Luboš ; Magyar, Tomáš (referee) ; Dostál, Petr (advisor) Diplomová práce se soustředí na aplikaci principů fuzzy logiky v procesu hodnocení rizikovosti firemních klientů. Na základě reálných dat poskytnutých bankou autor navrhnul dva různé modely, které slouží jako nástroje pro detekci úpadkových firemních klientů. Oba modely a jejich výkonnost jsou řádně otestovány. Detailed record
	Analysis of the Survival and its Application in Risk Management Kawuloková, Zuzana ; Komárková, Lenka (advisor) ; Magyar, Tomáš (referee) The main objective of this thesis is to describe methodological approaches used in survival analysis and investigate the possibility of its uses in processes of credit risk modeling in bank. The thesis focuses at Kaplan-Meier and Life-table estimations of survival function, Kaplan-Meier estimation of hazard function and function of cumulative hazard and so called log-rank test. Estimations are performed on real bank data and obtained results are discussed in term of credit risk modeling. In the thesis is demonstrated that survival analysis can be strong instrument on the field of credit risk support analyses even though it is still recommended to use it in combination with other approaches. Detailed record

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