Pia Van Gessel

Master's thesis

Development of a Digital Model for Customer Credit Limit Decisions: Identification of Impact of Macroeconomic Indicators on Credit Risk Assessment

Development of a Digital Model for Customer Credit Limit Decisions: Identification of Impact of Macroeconomic Indicators on Credit Risk Assessment
Abstract:
A solid credit risk management in corporations is key to minimize financial risk. Due to the fourth industrial revolution, credit risk management processes change from manual proceeding to automation with credit scoring showing high potential for advanced analytics. This thesis analyzed the importance of considering macroeconomic indicators within a credit scoring model. The research methodology based …more
Abstract:
A solid credit risk management in corporations is key to minimize financial risk. Due to the fourth industrial revolution, credit risk management processes change from manual proceeding to automation with credit scoring showing high potential for advanced analytics. This thesis analyzed the importance of considering macroeconomic indicators within a credit scoring model. The research methodology based …more
 
 
Language used: English
Date on which the thesis was submitted / produced: 19. 11. 2017

Thesis defence

  • Date of defence: 14. 6. 2018
  • Supervisor: Ladislav Tyll
  • Reader: Peter Wahnschaffe

Citation record

Full text of thesis

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http://www.vse.cz/vskp/eid/73809