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Bc. Andrej Jankola

Master's thesis

Testing the performance of credit risk rating systems

Testing the performance of credit risk rating systems
Abstract:
Implementácia ESG do bankových procesov novou legislatívou CRR 3 a CRD VI spolu s povinnosťami definovanými environmentálnou legislatívou adaptuje bankový sektor na ciele EU pod názvom „Fit for 55“ a klimatická neutralita do roku 2050. Do budúcna je možné, že ESG faktory v interných modeloch ako je PD, budú musieť obsahovať komplexné environmentálne informácie. Práca sa preto zaoberá vytvore-ním environmentálneho …more
Abstract:
The implementation of ESG in banking processes by the new CRR 3 and CRD VI legislation, together with the obligations defined by the environmental legislation, will adapt the banking sector to the EU's "Fit for 55" and climate neutrality by 2050 targets. Going forward, ESG factors in internal models such as PD may need to include comprehensive environmental information. Therefore, this thesis deals …more
 

Keywords

ESG Credit Risk Rating Model CRR CRD Environmental Coefficient
 
Language used: English
Date on which the thesis was submitted / produced: 10. 5. 2024
Identifier: https://is.muni.cz/th/zc1bg/

Thesis defence

  • Date of defence: 19. 6. 2024
  • Supervisor: Lukasz Prorokowski
  • Reader: JUDr. Johan Schweigl, Ph.D.

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta
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Masaryk University

Faculty of Economics and Administration

Master programme / field:
Finance and Law / Finance and Law

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