| 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 |
