Modelování rizika předčasného splacení hypotečního úvěru pomocí dataminingu

Theme of diploma thesis is the analysis of the risk of early repayment of a mortgage loan using data mining methods. The early repayment of a mortgage loan contains many types of risks that commercial banks has to face. These are mainly credit risk, interest rate risk and liquidity risk. The diploma thesis first describes these risks and their interconnection within the risk of early loan repayment as well as regulatory coverage in the form of Basel III and IFRS 9. In the next chapter, the author focuses on mortgage loans, their principle and verification of creditworthiness of loan applicants, whether these are recommended parameters by the Czech National Bank or internal scoring systems. The third part of the diploma thesis is devoted to data mining, especially from the point of view of its use in banking. The practical part includes the procedure of analysis of the risk of early repayment of a mortgage loan based on real data of a commercial bank. The aim of the diploma thesis is based on the prediction to evaluate the key factors that are crucial for early repayment of the mortgage loan in the private, non-private and American mortgage markets.