این سایت در حال حاضر پشتیبانی نمی شود و امکان دارد داده های نشریات بروز نباشند
Iranian Economic Review، جلد ۲۶، شماره ۳، صفحات ۷۰۷-۷۲۰
عنوان فارسی
چکیده فارسی مقاله
کلیدواژه‌های فارسی مقاله
عنوان انگلیسی Identification and Evaluation of the Factors Affecting Credit Risk Management Using the Multinomial Logistic Regression Model
چکیده انگلیسی مقاله The aim of this study is to identify and evaluate the factors that influence credit risk employing a multinomial logistic regression approach. For this purpose, in the first phase, indicators that affect credit risk assessment of natural customers were identified using documentation and library method. Then, the final data on the indicators were collected, including 7330 files of natural customers of Mellat Bank, and multinomial logistic regression was employed in studying the indicators of credit risk assessment of the bank’s natural customers in the four classes of timely receipt, overdue, deferred, and non-performing loans. The results of the estimated model show that the indicators of gender, loan value, age, installment interval, previous loan, occupation, loan repayment term, number of installments, quantity of each installment, loan extension, type of collateral, average balance, facility interest rate, type of facility, and education level have a significant impact on the credit risk of real customers.
کلیدواژه‌های انگلیسی مقاله Keywords Natural Customers,credit risk,Credit scoring,Multinomial Logistic Regression. JEL Classification E51,G21
نویسندگان مقاله Nasrin Motedayen |
Faculty of Economics, Islamic Azad University, Tehran Central Branch, Tehran, Iran

Rafik Nazarian |
Faculty of Economics, Islamic Azad University, Tehran Central Branch, Tehran, Iran

Marjan Damankeshideh |
Faculty of Economics, Islamic Azad University, Tehran Central Branch, Tehran, Iran

Roya Seifipour |
Faculty of Economics, Islamic Azad University, Tehran Central Branch, Tehran, Iran

نشانی اینترنتی https://ier.ut.ac.ir/article_89098_1e83db98bd79f07fe3b19e917d2fce85.pdf
فایل مقاله فایلی برای مقاله ذخیره نشده است
کد مقاله (doi)
زبان مقاله منتشر شده en
موضوعات مقاله منتشر شده
نوع مقاله منتشر شده
برگشت به: صفحه اول پایگاه   |   نسخه مرتبط   |   نشریه مرتبط   |   فهرست نشریات