Graduate papers
Description of the graduate paper
Form of studies Master
Title of the study programm Business Finance
Title in original language Kredītriska novērtēšana Uzbekistānas banku sektorā
Title in English Credit Risk Measurement in Uzbekistan Banking Sector
Department 22000 Faculty of Engineering Economics and Management
Scientific advisor Konstantins Kozlovskis
Reviewer Jūlija Bistrova
Abstract The aim of Master Thesis is in the first place to show how to deal with a credit risk, and which tools the Uzbekistan banking system uses to minimize it, analyzing based on the adequate literature. Secondly, the aim is to develop a reliable logit model to estimate the occurrence probability of delayed payments based on available data. Analytical Part reviews the literature respectively in order to find out the scientific gap between the existing problem and theory. Theoretical Part describes on the credit risk measurement methodologies, main principal techniques and credit risk measurement models, modern and traditional. Scientific and Practical Part demonstrates an efficient model for measuring credit risk, based on the dependences between client profile and loan serving. The retrieved and encoded data from received credit portfolio are inputs to the Model. The Model should work as an early warning signal detection, for banks, thanks to the estimation of the occurrence probability of delayed payments.
Keywords Credit risk measurement, Uzbekistan, client profile, loan serving
Keywords in English Credit risk measurement, Uzbekistan, client profile, loan serving
Language eng
Year 2017
Date and time of uploading 05.01.2017 17:22:02