Stress Testing for Default Probabilities in Banking Industry; An Application of Credit Portfolio Approach
Because of prevalence of non-performing loans in Iranian banking sector, it is important to estimate the default probability of borrowers in order to effectively manage credit risk. This paper conducts stress testing for default probabilities in banking industry of Iran. We apply the credit portfoli...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2017-09-01
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| Series: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| Subjects: | |
| Online Access: | https://joer.atu.ac.ir/article_8201_d7d648ff8b1564b4156f80d6423a581c.pdf |