CEU Electronic Theses and Dissertations, 2025
| Author | Zsikla, Greta |
|---|---|
| Title | Challanger Corporate Early Warning Signal Model |
| Summary | This capstone project was completed in partnership with a major commercial bank, with the goal of improving the institution’s ability to detect early signs of financial distress among its corporate clients. The bank already had an internal Early Warning Signal (EWS) model in place, designed to flag companies at risk of defaulting on their loans. However, there were several areas where the existing model could be improved, particularly in terms of the data it used, the way it handled missing information, and the techniques used for selecting features. In simple terms, the objective was to build a new version of the model, a so-called "challenger model" that could be compared against the bank’s current system. This challenger model aimed to provide more accurate alerts when a company might be heading toward financial trouble, allowing the bank to take preventive action. |
| Supervisor | de la Rubia, Eduardo Arino |
| Department | Economics MSc |
| Full text | https://www.etd.ceu.edu/2025/zsikla_greta.pdf |
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