The aim of this paper is to examine the efficiency of two credit risk modeling (CRM) to predict the credit risk of commercial Iranian banks: (1) Logistic regression model (LRM); (2) Artificial neural networks (ANNs). The calculations have been done by using SPSS and MATLAB software. Number of samples was 316 and 5 dependent variables. The results showed that, artificial neural network is more p...

A Sound Banking System is essential for the future growth of any economy. In India, among the banking institution in the organized sector, the commercial banks are the oldest institutions having a wide network of branches, commanding utmost public confidence and having the lion’s share in the total banking operations. The Financial Sector Reforms were implemented in our country during 1991-92 w...

Development of the banking sector in Kazakhstan is characterized by a rapid pace. This growth combined with increased competition, access to foreign markets, and birth new products. Most services fall on credit activities. In this regard, it relevant build an effective risk management loan portfolio. The purpose study develop proposals for improving risks sector. research methodology based use ...

Based on Super-SBM DEA model, this paper investigates the efficiency of 12 Chinese commercial banks from 2005 to 2013 under the consideration of undesirable output, and verifies the truth that considering undesirable outputs (non-performing loans) can make research result more authentic by comparing with the consequence obtained without considering undesirable output. On this basis, this paper ...

This study examines the technical efficiency and productivity of domestic and foreign commercial banks in Malaysia 1994-2000. We find that foreign banks have a higher efficiency level than domestic banks, and that efficient banks are characterised by size but not profitability or loan quality. The main source of productivity growth is technical change rather than improvement in efficiency. The ...