Forecasting the risk of consumer bankruptcy in Poland - Project - Bridge of Knowledge

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Forecasting the risk of consumer bankruptcy in Poland

Celem projektu jest ocena i prognozowanie ryzyka upadłości konsumenckiej w Polsce w ujęciu makro i mikroekonomicznym. W podejściu mikroekonomicznym przy wykorzystaniu zmiennych demograficznych i behawioralnych konsumentów autor zamierza oszacować modele prognozowania ryzyka upadłości konsumenckiej wraz z identyfikacją głównych czynników zwiększających to ryzyko dla indywidualnych konsumentów. W podejściu makroekonomicznym autor opracuje system wczesnego ostrzegania, którego celem będzie identyfikacja rozmiarów tj. liczby upadłości konsumenckich w skali kraju. System taki umożliwi prognozowanie nie tylko skutku, czyli stopnia ryzyka bankructw gospodarstw domowych w Polsce (w ujęciu rocznym), ale także samych przyczyn mogących wpływać na liczbę upadłości konsumentów (np. poziom bezrobocia, kursy walut w wypadku kredytobiorców posiadających zadłużenie w walutach obcych itp.).

Details

Financial Program Name:
OPUS
Organization:
Narodowe Centrum Nauki (NCN) (National Science Centre)
Agreement:
UMO-2017/25/B/HS4/00592 z dnia 2018-01-10
Realisation period:
2018-01-10 - 2023-01-09
Project manager:
dr hab. inż. Tomasz Korol
Team members:
Realised in:
Department of Economic Analysis and Finance
Project's value:
167 440.00 PLN
Request type:
National Research Programmes
Domestic:
Domestic project
Verified by:
Gdańsk University of Technology

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Year 2024

  • Multi-factor fuzzy sets decision system forecasting consumer insolvency risk
    Publication

    - Decision - Year 2024

    The objective of this study is to develop a multi-factor decision system predicting insolvency risk for natural persons with the use of fuzzy sets. Considering that the financial situation of households is affected by various endogenous and exogenous factors, the main assumption of this study is that the system for predicting financial difficulties should not be limited to the use of only a few financial variables concerning consumers,...

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Year 2022

Year 2021

  • Evaluation of the Macro- and Micro-Economic Factors Affecting the Financial Energy of Households
    Publication

    - ENERGIES - Year 2021

    This paper is an evaluation of the common macro-economic, micro-economic, and social factors affecting households’ financial situations. Moreover, the author’s objective was to develop a fuzzy logic model for forecasting fluctuations in the number of nonperforming consumer loans in a country using the example of Poland. This study represents one of the first attempts in the global literature to develop such a forecasting model...

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  • Examining Statistical Methods in Forecasting Financial Energy of Households in Poland and Taiwan
    Publication

    - ENERGIES - Year 2021

    This paper examines the usefulness of statistical methods in forecasting the financial energy of households. The study’s objective is to create the innovative ratios that combine both financial and demographic information of households and implement them in the forecasting models. To conduct this objective, six forecasting models are developed using three different methods—discriminant analysis, logit analysis, and decision trees...

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Year 2019

  • FORECASTING EXCHANGE RATES IN THE PROCESS OF THE ASSESSMENT OF CONSUMER RISK BANKRUPTCY IN CENTRAL EUROPE
    Publication

    - Year 2019

    This paper focuses on the issue of forecasting the fluctuation of exchange rates as part of the early warning system against the risk of consumer bankruptcy. The author identified the main macroeconomic factors affecting the level of bankruptcies for households in Poland. The fluctuation of exchange rates, which directly affects the deterioration of the economic situation of borrowers who have opened credit accounts in a foreign...

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