Development of a Digital Model for Customer Credit Limit Decisions: Identification of Impact of Macroeconomic Indicators on Credit Risk Assessment

Název práce: Development of a Digital Model for Customer Credit Limit Decisions: Identification of Impact of Macroeconomic Indicators on Credit Risk Assessment
Autor(ka) práce: Van Gessel, Pia
Typ práce: Diploma thesis
Vedoucí práce: Tyll, Ladislav
Oponenti práce: Wahnschaffe, Peter
Jazyk práce: English
Abstrakt:
A solid credit risk management in corporations is key to minimize financial risk. Due to the fourth industrial revolution, credit risk management processes change from manual proceeding to automation with credit scoring showing high potential for advanced analytics. This thesis analyzed the importance of considering macroeconomic indicators within a credit scoring model. The research methodology based on two surveys with credit risk communities and a statistical analysis including a correlation and regression analysis proved the importance of the external information within a credit scoring model with differences among the analyzed regions. Despite that, further statistical testing is suggested to identify a set of the most relevant macroeconomic indicators once the underlying credit scoring model is further developed.
Klíčová slova: Credit Scoring ; Industry 4.0; Credit Risk Management ; Macroeconomic indicators; Automation
Název práce: Development of a Digital Model for Customer Credit Limit Decisions: Identification of Impact of Macroeconomic Indicators on Credit Risk Assessment
Autor(ka) práce: Van Gessel, Pia
Typ práce: Diplomová práce
Vedoucí práce: Tyll, Ladislav
Oponenti práce: Wahnschaffe, Peter
Jazyk práce: English
Abstrakt:
A solid credit risk management in corporations is key to minimize financial risk. Due to the fourth industrial revolution, credit risk management processes change from manual proceeding to automation with credit scoring showing high potential for advanced analytics. This thesis analyzed the importance of considering macroeconomic indicators within a credit scoring model. The research methodology based on two surveys with credit risk communities and a statistical analysis including a correlation and regression analysis proved the importance of the external information within a credit scoring model with differences among the analyzed regions. Despite that, further statistical testing is suggested to identify a set of the most relevant macroeconomic indicators once the underlying credit scoring model is further developed.
Klíčová slova: Industry 4.0; Macroeconomic indicators; Credit Risk Management ; Credit Scoring ; Automation

Informace o studiu

Studijní program / obor: Ekonomika a management/International Management
Typ studijního programu: Magisterský studijní program
Přidělovaná hodnost: Ing.
Instituce přidělující hodnost: Vysoká škola ekonomická v Praze
Fakulta: Fakulta podnikohospodářská
Katedra: Katedra strategie

Informace o odevzdání a obhajobě

Datum zadání práce: 19. 11. 2017
Datum podání práce: 13. 5. 2018
Datum obhajoby: 14. 6. 2018
Identifikátor v systému InSIS: https://insis.vse.cz/zp/63908/podrobnosti

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