Effects of economic interactions on credit risk

Effects Of Risk Parameters (Credit, Operational, Liquidity And Market Risk) On Banking System Efficiency (Studying 15 Top Banks In Iran)

The Effect of Macroeconomic Variables on Credit Default Cycles in the Country's Monetary Market

 The main challenge facing the country's banking system is credit default or the possibility of defaulting borrowers from fulfilling their obligations to the banking system, known as credit risk. Therefore to control credit risk, the factors influencing this type of risk must be identified. Several factors affect credit default in the non-government sector. This study examines the asymmetric ef...

The Resilience of the Iranian Banking System to Macro Shocks with an Emphasis on Credit Risk

In this paper, we present the macro stress test with a credit risk approach for banking system of Iran during the period 2004Q1-2019Q4. The goal is to evaluate the vulnerability of the banking system through credit risk to the country economic shocks. In this regard, the developed method of Wilson (1997) Credit Portfolio View model including macroeconomic variables and default rate has been use...

he Impacts of Bounced Checks on Economic Growth Through the Banking Credit Risk Channel Emphasis on Enforcement of Laws: Provincial Panel Approach

This study investigates the relation between bounced checks and economic growth through the banking credit risk channel by estimation of a simultaneous equation system with panel data for 31 Iranian provinces covers the years from 2011 to 2015. For this purpose, after identifying determinants of the bounced checks, the relations of this variable with the non-performing loans, banking loans and ...

Banks Credit Risk, with Emphasis on Audit Report of Legal Customers

 The increasingly expansion credit risk in the form of non-current debts reduces the bank's financial ability to provide facilities and profitability, and could ends up in monetary & financial crisis through its externalities from banking sector to other economic sectors. Therefore, controlling this risk by focusing on the factors that influence its creation is important. Although various varia...