The Susceptibility of Islamic Banks' Credit Risk towards Macroeconomic Variables
نویسندگان
چکیده
منابع مشابه
the study of practical and theoretical foundation of credit risk and its coverage
پس از بررسی هر کدام از فاکتورهای نوع صنعت, نوع ضمانت نامه, نرخ بهره , نرخ تورم, ریسک اعتباری کشورها, کارمزد, ریکاوری, gdp, پوشش و وثیقه بر ریسک اعتباری صندوق ضمانت صادرات ایران مشخص گردید که همه فاکتورها به استثنای ریسک اعتباری کشورها و کارمزد بقیه فاکتورها رابطه معناداری با ریسک اعتباری دارند در ضمن نرخ بهره , نرخ تورم, ریکاوری, و نوع صنعت و ریسک کشورها اثر عکس روی ریسک اعتباری داردو پوشش, وثی...
15 صفحه اولCredit Risk and Macroeconomic Dynamics
models aim to generate precisely that distribution, often through simulation, so that a bank may, among other things, set the level of capital it needs to hold to withstand losses to a certain degree of confidence, i.e. a tail region in the loss distribution. Most credit portfolio models link the portfolio loss distribution to states of the world; they differ in how specifically they are linked...
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ژورنال
عنوان ژورنال: Journal of Islamic Finance
سال: 2014
ISSN: 2289-2109
DOI: 10.12816/0031476