Identification of Loss-Given-Default (LGD) Effective Factors by Using Tobit Regression Model (Case Study: Bank of Industry and Mine Corporate Clients)
This research aims to identify the influential components on LGD by using Tobit regression on institutional customers of the bank of Industry and Mine. In order to achieve this goal, LGD can be used to calculate the probability of default on the basis of the Basel II agreement. LGD is the amount of...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Iran Banking Institute
2017-11-01
|
| Series: | مطالعات مالی و بانکداری اسلامی |
| Subjects: | |
| Online Access: | http://jifb.ibi.ac.ir/article_54856_cb5713f21ce396da307fd29df94dc855.pdf |