DESIGN OF VALIDATION AND CREDIT RISK PREDICTING MODEL FOR LEASING FACILITIES CUSTOMERS

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FALLAH SHAMS M.; MAHDAVIRAD HAMID

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2010 | Volume:1 | Issue:2 Page(s): 1-22

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Information Journal Paper

Title

DESIGN OF VALIDATION AND CREDIT RISK PREDICTING MODEL FOR LEASING FACILITIES CUSTOMERS

Author(s)

FALLAH SHAMS M. | MAHDAVIRAD HAMID | Issue Writer Certificate

Keywords

LEASING-RISKQ3

RISK MANAGEMENTQ2

CREDIT RISKQ2

LOGITQ1

PROBITQ2

Abstract

Nowadays, leasing industry is reckoned as one of the strategic choices of economic development. According to leasing activities nature, leasing companies have a great profitability and at the same time with the most risks. Some of the most important risks in leasing companies are CREDIT RISK, business risk, residual value risk and exchange risk and among them CREDIT RISK is the most important of all. Subsequently making logic relationship between risk and return is the essential element in devotion utilized resources and to guarantee profitability leasing companies.In this paper, base on individual costumers data extracted from Leasing Iran Khodro Company database (since 1381-1384) by using tow sample t-student and determinant coefficient five variables were recognized as factors effect CREDIT RISK, they include: net monthly costumer income, loan time, loan amount, net monthly guarantor income and experience. In the next step we design tow CREDIT RISK models (Logit & PROBIT) for leasing loans.Wald, Log likelihood and Wilk΄S Lambda tests indicate that efficiency at LOGIT model (%98.39) is more than PROBIT model (%97.44).

Cites

USE OF A HYBRID APPROACH BASED ON ARTIFICIAL BEE COLONY AND NEURAL NETWORK FOR CREDIT RISK ASSESSMENT

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APA: Copy

FALLAH SHAMS, M., & MAHDAVIRAD, HAMID. (2010). DESIGN OF VALIDATION AND CREDIT RISK PREDICTING MODEL FOR LEASING FACILITIES CUSTOMERS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 1(2), 1-22. SID. https://sid.ir/paper/197815/en

Vancouver: Copy

FALLAH SHAMS M., MAHDAVIRAD HAMID. DESIGN OF VALIDATION AND CREDIT RISK PREDICTING MODEL FOR LEASING FACILITIES CUSTOMERS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2010;1(2):1-22. Available from: https://sid.ir/paper/197815/en

IEEE: Copy

M. FALLAH SHAMS, and HAMID MAHDAVIRAD, “DESIGN OF VALIDATION AND CREDIT RISK PREDICTING MODEL FOR LEASING FACILITIES CUSTOMERS,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 1, no. 2, pp. 1–22, 2010, [Online]. Available: https://sid.ir/paper/197815/en

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