Determinants of Credit Risk among Bank Clients A Case Study; Agricultural Bank of Iran
Applying logistic Regression Model, this research paper is aimed tofigure out the determinants of credit risk among Agricultural Bank'sclients of Iran and establish a model to assess the credit risk amongthem. To achieve the focus of this research, the qualitative andfinancial data of ٢٠٠ rando...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
پژوهشگاه حوزه و دانشگاه
2006-09-01
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| Series: | جستارهای اقتصادی |
| Subjects: | |
| Online Access: | https://iee.rihu.ac.ir/article_302_9674e186fc08a4a76c936e4890c3ecaf.pdf |
| Summary: | Applying logistic Regression Model, this research paper is aimed tofigure out the determinants of credit risk among Agricultural Bank'sclients of Iran and establish a model to assess the credit risk amongthem. To achieve the focus of this research, the qualitative andfinancial data of ٢٠٠ randomly sampled companies which hadreceived credit facilities from different branches of Agricultural Bankin Tehran during ١٩٩٩ – ٢٠٠٤ is evaluated here. Considering creditfiles of each sample, ٣٦ explanatory variables including qualitativeand financial ones were sampled Finally, applying logistic regressionanalysis, ١٧ variables, mostly have had significant effect on credit riskand unique low risk and high risk clients were selected. Based onstatistic indices, these estimated functions are considered significantlyin high reliability according to goodness of fit indices anddistinguishing potentials of the model.Findings of this research confirm the economic and financialtheories related to determinants of credit risk and show thatdeterminants of credit risk of Agricultural Bank clients have more incommon with the ones of the other Iranian banks such as Mellat andBank of Export Development. |
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| ISSN: | 1735-3300 2588-5812 |