Measuring customer's credit risk in banking industry
نویسندگان
چکیده
منابع مشابه
Corporate Governance and Credit Risk in Iranian Banking Industry
The main purpose of this research is to investigate the impacts of corporate governance on credit risk in the Iranian banking industry. The sample consists of 20 banks listed on the Tehran Stock Exchange during 2011-2016 and the statistical method is panel data. In this research, credit risk and corporate governance are the dependent and independent variables, respectively. The meta-synthesis m...
متن کاملCredit Risk and Credit Derivatives in Banking
Using the industrial economics approach to the microeconomics of banking we analyze a large bank under credit risk. Our aim is to study how a risky loan portfolio affects optimal bank behavior in the loan and deposit markets, when credit derivatives to hedge credit risk are available. We examine hedging without and with basis risk. In the absence of basis risk the usual separation result is con...
متن کاملIdentification of Factors Affecting on Credit Risk in the Iran Banking Industry of Iran Using Stress Test
Credit risk is due to that recipients of the facility, deliberately or involuntarily, don’t have ability to repay their debts to the banking system that this risk is critical in Iran compared to the global. Therefore, the purpose of this study was to investigate the effect of macroeconomic variables on credit risk of Iranian banking industry during the 2006-2016 years and also simulation and pr...
متن کاملBank Competition and Risk-taking in the Iranian Banking Industry
Abstract: The banking industry is one of the main sectors of the economy of any country, that its health is a necessary condition to play a positive role in the economic development of that country. The health of the banking system is assessed by the financial stability criterion, which is evaluated by various risk-taking indexes. On the other hand, the banks risk-taking is affected by various...
متن کاملDynamic Credit Risk in the Telecommunications Industry
Increasing consumer debt levels across Europe have had a considerable effect on the telecommunications industry, especially in the post-pay sector. This, combined with product proliferation, greater product complexity, market consolidation and declining subscriber growth in many key economies, has created several significant challenges for the industry. Telecom service providers have typically ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Management Science Letters
سال: 2013
ISSN: 1923-9335,1923-9343
DOI: 10.5267/j.msl.2013.06.018