| Abstract [eng] |
The topic of this master's thesis is 'Systemic and Individual Risk Factors Model for Low Default Portfolios.' The thesis presents general principles for assessing the probability of default and alternative evaluation methods that allow predicting the likelihood of default. It describes systemic and individual factors that influence default risk and the risk of low creditworthiness portfolios (using the Pluto and Tasche method). The structure of the thesis consists of an introduction, a description of bank risk, evaluation methodology, description of the economic factor and cycle, calculation examples, and a conclusion and recommendations section. |
