MOGUĆNOST PRIMJENE ALTMANOVOG Z-SCORE MODELA U OCJENI KREDITNE SPOSOBNOSTI PODUZEĆA

Todorović, Vanesa

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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

APA 6th Edition

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

MLA 8th Edition

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

Chicago 17th Edition

Harvard

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 04 May 2024, https://urn.nsk.hr/urn:nbn:hr:145:953794

Vancouver

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 2024 May 04] Available at: https://urn.nsk.hr/urn:nbn:hr:145:953794

IEEE

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

Cite this item: https://urn.nsk.hr/urn:nbn:hr:145:953794

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Title	MOGUĆNOST 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
Author	Vanesa Todorović
Mentor	Nataša Šarlija (mentor)
Committee member	Marina Stanić (predsjednik povjerenstva)
Committee member	Nataša Šarlija (član povjerenstva)
Committee member	Sanja Pfeifer (član povjerenstva)
Granter	Josip Juraj Strossmayer University of Osijek Faculty of Economics and Business in Osijek (Chair of Management, Organization and Entrepreneurship) Osijek
Defense date and country	2022-09-27, 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 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.
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 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.
Keywords
Keywords (english)
Language	croatian
URN:NBN	urn:nbn:hr:145:953794
Study programme	Title: Financial Management Study programme type: university Study level: graduate Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resource	Text
File origin	Born digital
Access conditions	Open access
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Created on	2023-06-28 06:50:13