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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Predictive Modeling in Credit Risk Management
 Švastalová, Iva ; Dlouhá, Zuzana (advisor) ; Bouda, Milan (referee)
The diploma thesis is focused on predictive modeling in credit risk management. Banks and financial institutions are mainly interested in it to estimate the probability of client's default in order to make a decision about which client will be accepted and which client will be rejected. The theoretical part includes an introduction of credit scoring and a description of discrete choice models. The linear probability model, the probit model and the logit model are described in detail. The logit model is afterwards used for the prediction of client's default. The practical part is focused on a statistical description of the dataset and a description of how to work with it before we start with the development of the credit scoring model. After that follows the estimation of the model on testing sample, its testing and the estimation of the model on full sample with a description of individual steps of calculation and outputs of the program SPSS.
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The Application of the Discrete Choice Models
 Čejková, Tereza ; Hušek, Roman (advisor) ; Fíglová, Zuzana (referee)
This thesis treats with the theory, interpretation and application of the Discrete Choice Models. The theoretical part contains the Fitting the Logistic Regression Model, Testing for the Significance of the Coefficients, Testing for the Significance of the Model. The Multiple Logistic Regression is mentioned too. The model was applied to interview data from the International research called Reflex.
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