Studiju veids |
maģistra akadēmiskās studijas |
Studiju programmas nosaukums |
Uzņēmējdarbības finanses |
Nosaukums |
Kredītriska novērtēšana Uzbekistānas banku sektorā |
Nosaukums angļu valodā |
Credit Risk Measurement in Uzbekistan Banking Sector |
Struktūrvienība |
22000 Inženierekonomikas un vadības fakultāte |
Darba vadītājs |
Konstantins Kozlovskis |
Recenzents |
Jūlija Bistrova |
Anotācija |
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. |
Atslēgas vārdi |
Credit risk measurement, Uzbekistan, client profile, loan serving |
Atslēgas vārdi angļu valodā |
Credit risk measurement, Uzbekistan, client profile, loan serving |
Valoda |
eng |
Gads |
2017 |
Darba augšupielādes datums un laiks |
05.01.2017 17:22:02 |