Μοντέλα αξιολόγησης πιστοληπτικής ικανότητας
Credit scoring models
The topic of the present MSc thesis is the Credit Scoring Models. Initially all necessary theoretical background is presented, along with a historical review on the topic. Reference is made to the regulatory framework of Basel II and the need all financial institutions to comply with that in order to effectively manage credit risk. Subsequently, several aspects of Credit Risk and the subcategories of Credit Scoring Models are discussed in some detail. Furthermore, three of the most important statistical methods widely used for the creation of Credit Scoring Models are described. Finally an application on real data, extracted from the databases of two Greek banks, is presented where one of those three methods is applied and several useful conclusions are drawn.