Βαθμολόγηση - κατάταξη τραπεζών
Sorting-rating - ranking banks
View/
Abstract
The Accord Basel II is to more fully illustrate the risks undertaken by credit institutions and linking capital requirements to those risks. In this thesis, after making a brief presentation on the historical origins and the importance of the Basel II agreements pursue the classification of Greek banks. Originally we are referring to the classification of risks that a banking system faces and then we are presenting the indicators that help calculate them. As indicators are the result of the financial data banks, we analyze basic economic concepts encountered in the balance sheets of these. Finally through the calculation and use of indicators and processing them through regressions Logistic, Probit and Discriminant, we classify banks in a specific calibration scale that we have.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
147Language
GreekCollections
Except where otherwise noted, this item's license is described as
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές