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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
What Are the Main Determinants of Banks' Ratings Across CEE Countries?
 Wolf, Kryštof ; Seidler, Jakub (advisor) ; Žigraiová, Diana (referee)
This thesis uses data of more than 180 banks from CEE region to identify the main determinants of long term credit ratings assigned to these banks in period between 2010 - 2012. This is done by employing two frequently used classification methods - Multiple Discriminant Analysis and Ordered Logit Model. The main contribution lies in including explanatory variables from various areas which have impact on financial health of examined banks. Apart from standard spheres of banks' performance such as capital adequacy, asset quality or profitability we investigate relevance of macroeconomic and qualitative factors as well. Although our results suggest that all mentioned areas are relevant for credit risk and hence rating assignment process the bank specific variables, both quantitative and qualitative, still play the key role.
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The use of logistic regression in the market research
 Brabcová, Hana ; Pecáková, Iva (advisor) ; Ranocha, Pavel (referee)
The aim of this work is to decide the real usage of logistic regression in the market research tasks respecting the needs of final users of research results. The main argument for the final decision is the comparison of its output to the output of an alternative classification method used in practice -- a classification tree method. The topic is divided into three parts. The first part describes the theoretical framework and approaches linked to logistic regression (chapter 2 and 3). The second part analyses the experience with the usage of logistic regression in Czech market research companies (chapter 4) and the topic is closed by applying the method on real data and comparing the output to the classification tree output (chapter 5 and 6).
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