DETERMINANTS OF CREDIT RISK AMONG BANK CLIENTS A CASE STUDY; AGRICULTURAL BANK OF IRAN

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ARABMAZAR A.A.; ROUEINTAN P.

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Paper Information

Journal: Journal of Iran's Economic Essays; an Islamic approach Year:2007 | Volume:3 | Issue:6 Page(s): 45-80

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Title

DETERMINANTS OF CREDIT RISK AMONG BANK CLIENTS A CASE STUDY; AGRICULTURAL BANK OF IRAN

Author(s)

ARABMAZAR A.A. | ROUEINTAN P. | Issue Writer Certificate

Keywords

CREDIT FACILITIESQ3

CREDIT RISKQ2

DEFAULTQ3

CREDIT RISK MEASUREMENTQ2

CREDIT SCORINGQ3

LOGISTIC REGRESSION MODELQ3

MAXIMUM LIKELIHOOD ESTIMATION (MLE)Q3

Abstract

Applying LOGISTIC REGRESSION MODEL, this research paper is aimed to figure out the determinants of CREDIT RISK among Agricultural Bank's clients of Iran and establish a model to assess the CREDIT RISK among them. To achieve the focus of this research, the qualitative and financial data of 200 randomly sampled companies which had received CREDIT FACILITIES from different branches of Agricultural Bank in Tehran during 1999- 2004 is evaluated here. Considering credit files of each sample, 36 explanatory variables including qualitative and financial ones were sampled finally, applying logistic regression analysis, 17 variables, mostly have had significant effect on CREDIT RISK and unique low risk and high risk clients were selected. Based on statistic indices, these estimated functions are considered significantly in high reliability according to goodness of fit indices and distinguishing potentials of the model.Findings of this research confirm the economic and financial theories related to determinants of CREDIT RISK and show that determinants of CREDIT RISK of Agricultural Bank clients have more in common with the ones of the other Iranian banks such as Mellat and Bank of Export Development.

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APA: Copy

ARABMAZAR, A.A., & ROUEINTAN, P.. (2007). DETERMINANTS OF CREDIT RISK AMONG BANK CLIENTS A CASE STUDY; AGRICULTURAL BANK OF IRAN. JOURNAL OF ECONOMIC ESSAYS, 3(6), 45-80. SID. https://sid.ir/paper/108997/en

Vancouver: Copy

ARABMAZAR A.A., ROUEINTAN P.. DETERMINANTS OF CREDIT RISK AMONG BANK CLIENTS A CASE STUDY; AGRICULTURAL BANK OF IRAN. JOURNAL OF ECONOMIC ESSAYS[Internet]. 2007;3(6):45-80. Available from: https://sid.ir/paper/108997/en

IEEE: Copy

A.A. ARABMAZAR, and P. ROUEINTAN, “DETERMINANTS OF CREDIT RISK AMONG BANK CLIENTS A CASE STUDY; AGRICULTURAL BANK OF IRAN,” JOURNAL OF ECONOMIC ESSAYS, vol. 3, no. 6, pp. 45–80, 2007, [Online]. Available: https://sid.ir/paper/108997/en

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