Factor Analysis In Credit Scoring

Ovaj diplomski rad sadrži dva dijela, najprije teorijski dio u kojem se objašnjava faktorska analiza i kreditno skoriranje. Drugi je dio empirijski na kojem se na reprezentativnom uzorku podataka malih i srednjih poduzeća u Republici Hrvatskoj napravljena faktorska analiza. Opisano je kako pronaći broj faktora, rotacija faktora te na kraju i sami faktori. Slijedi skorirani model dobiven na podacima metodom logističke regresije i kvantitativna validacija modelaThis thesis contains two parts: the largest theoretical part, which explains factor analysis and credit scoring and the empirical, in which a factor analysis on a representative sample of data from small and medium-sized enterprises in the Republic of Croatia was made. There are also described methods of finding the number of factors, rotation of factors and finally the factors themselves. The following is the scored model obtained from the data using the logistic regression method and the qualitative validation of the model