Thesis Abstract

This project aims to evaluate the effectiveness of bank credit risk models in predicting and managing credit risk. Credit risk is a significant concern for banks, as it can lead to loan defaults and financial losses. The project will analyze different credit risk models used by banks and assess their accuracy and reliability in predicting default probabilities. The study will also examine the impact of various factors, such as macroeconomic indicators and borrower characteristics, on credit risk. The findings of this research will provide insights into the strengths and weaknesses of credit risk models and help banks enhance their risk management practices.

Thesis Overview