Riziková segmentace při řízení úvěrového rizika v bance

This diploma thesis dives into the area of credit risk management of a commercial bank. The theoretical part contains crucial knowledge about risks in banking, aspects of credit risk management and the principles of logistic regression analysis and credit scoring. Next, the credit process is described with emphasis on the credit monitoring process. Using historical data from a large Czech commercial bank and logistic regression, two scoring models are created. These models are able to assign scores to new overdues according to their riskiness. The outputs are then implemented by creating risk segments with the purpose of classification of new overdues based on the score they receive. The segments allow handling new overdues with different levels of riskiness automatically.