Testing the performance of credit risk rating systems – Bc. Andrej Jankola
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 …moreAbstract:
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
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 fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Finance and Law / Finance and Law