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master's thesis
MOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA
Diplomski rad
2022. urn:nbn:hr:145:953794
Todorović, Vanesa
Josip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
Chair of Management, Organization and Entrepreneurship

Cite this document

Todorović, V. (2022). MOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA : Diplomski rad (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek. Retrieved from https://urn.nsk.hr/urn:nbn:hr:145:953794

Todorović, Vanesa. "MOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA : Diplomski rad." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2022. https://urn.nsk.hr/urn:nbn:hr:145:953794

Todorović, Vanesa. "MOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA : Diplomski rad." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2022. https://urn.nsk.hr/urn:nbn:hr:145:953794

Todorović, V. (2022). 'MOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA : Diplomski rad', Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, accessed 08 April 2025, https://urn.nsk.hr/urn:nbn:hr:145:953794

Todorović V. MOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA : Diplomski rad [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek; 2022 [cited 2025 April 08] Available at: https://urn.nsk.hr/urn:nbn:hr:145:953794

V. Todorović, "MOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA : Diplomski rad", Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, Osijek, 2022. Available at: https://urn.nsk.hr/urn:nbn:hr:145:953794

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Metadata
TitleMOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA : Diplomski rad
Title (english)THE POSSIBILITY OF APPLYING THE ALTMAN Z-SCORE MODEL IN THE EVALUATION OF THE CREDITWORTHINESS OF COMPANIES : Graduate paper
AuthorVanesa Todorović
MentorNataša Šarlija (mentor)
Committee memberMarina Stanić (predsjednik povjerenstva)
Committee memberNataša Šarlija (član povjerenstva)
Committee memberSanja Pfeifer (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
(Chair of Management, Organization and Entrepreneurship)
Osijek
Defense date and country2022-09-27, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
U radu se istražuje mogućnost primjene Altmanovog z-score modela u ocjeni kreditne sposobnosti poduzeća na primjeru jedne banke u Hrvatskoj. U teorijskom dijelu rada se detaljno opisuje pojam, važnost i metode procjene kreditne sposobnosti te važni faktori za procjenu kreditnog rizika. Zatim se opisuju različite varijante Altmanovog z-score modela, povijest njegova nastanka kao i problemi i ograničenja pri njegovu korištenju. Istražuje se primjena Altmanovog z-score modela u drugim... More državama. Uz Altmanov z-score model opisani su i ostali modeli za procjenu kreditnog rizika: Beawerov model, ZETA model kreditnog rizika, Zmijewski model, Springate model te Kralicekov Quicktest. U empirijskom dijelu rada testira se z-score model na uzorku odobrenih kredita jedne banke u Hrvatskoj. Opisuje se uzorak tj. baza podataka te prikazuje distribucija dobrih i loših klijenata. Validacijom modela izračunavaju se sljedeće stope pogodaka: stopa pogodaka dobrih, stopa pogodaka loših te ukupna stopa pogodaka. Također se izračunavaju i greške modela: greška tipa I, greška tipa II te ukupna greška modela. Analiza je pokazala da se Altmanov z-score model može koristiti za procjenu kreditne sposobnosti poduzeća i kao pomoć u donošenju odluke o odobravanju kredita. Less
Abstract (english)
The theoretical part of the paper describes in detail the concept, importance and methods of assessing creditworthiness, as well as important factors for assessing credit risk. Further, the different variants of Altman's z-score model, the history of its creation as well as the problems and limitations in its use are described. The application of the Altman z-score model in other countries is being investigated. Along with Altman's z-score model, other credit risk assessment ... More models are also described: Beawer's model, ZETA credit risk model, Zmijewski model, Springate model and Kralicek's Quicktest. In the empirical part of the paper, the z-score model is tested on a sample of approved loans from a bank in Croatia. The sample, i.e. the database, is described and the distribution of good and bad clients is shown. Model validation calculates the following hit rates: good hit rate, bad hit rate and total hit rate. Model errors are also calculated: type I error, type II error and total model error. On the basis of the calculation, a conclusion is made about the possibility of applying the model for evaluating the creditworthiness of companies and making decisions about granting loans in that bank based on the results of the z-score model. The conclusion is as follows: Altman's z-score model can be used to assess the creditworthiness of a company and as an aid in making a decision on credit approval. Less
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:145:953794
Study programmeTitle: Financial Management
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2023-06-28 06:50:13
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