Aspekty ovlivňující rizikovost bankovních úvěrů (z pohledu České spořitelny a.s.)

The aim of my diploma thesis is to evaluate aspects of credit risk, particularly focused on the retail banking in Česká spořitelna a.s., where all the data come from. At first the thesis describes the background of Česká spořitelna a.s., bank products and credit process. Further there are explains the basic procedures for assessement of the state of company and portfolio monitoring. In the section devoted to banking risks there are specified bank risks and regulation of these risks from the perspective of the Basel Capital Accord. The remaining two theoretical parts describe methods that will be used to evaluate the risk of loans i.e. descriptive statistics and hypothesis testing. Introduction of empirical study describes the structure and over time of the loan portfolio evolution of retail banking. The remainder of the study is already focused on the analysis of credit risks from several points of view. In the first place there is examining the impact of legal form of organization and type of product on credit risk. Furthermore, evaluations of the riskiest sectors from subject come and ultimately verify the influence business plans of the branch network. My personal contribution is a notice on aspects which have proven negative effect on loan.