COMPARISON OF PERFORMANCE CLASSICAL AND NEURAL NETWORKS MODELS FOR ESTIMATION CREDIT RISK AND CAPACITY CUSTOMERS: EVIDENCE FROM TEJARAT BANK

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EISAZADEH SAEID; MANSOURI GARGARI HAMED

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Journal: Monetary and Financial Economics Year:2013 | Volume:20 | Issue:5 Page(s): 87-114

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Information Journal Paper

Title

COMPARISON OF PERFORMANCE CLASSICAL AND NEURAL NETWORKS MODELS FOR ESTIMATION CREDIT RISK AND CAPACITY CUSTOMERS: EVIDENCE FROM TEJARAT BANK

Author(s)

EISAZADEH SAEID | MANSOURI GARGARI HAMED | Issue Writer Certificate

Keywords

CREDIT RISKQ2

CREDIT CAPACITYQ2

NEURAL NETWORKSQ2

LOGISTIC REGRESSIONQ2

LINEAR REGRESSIONQ2

TEJARAT BANKQ3

IRANQ2

Abstract

As an important goal, financial institutions in order to enhance their performance identify customers to credit allocation to those who are less likely to default. But for this purpose some common methods such as personal judge, analysis and audit have been used. However, most of these methods have focused on CREDIT RISK of customers, while the CREDIT CAPACITY to provide facilities for customers can play an important role to implement.Therefore, this paper uses neural network model to calculate both the CREDIT RISK factor and capacity at the same time. Simultaneous, linear and LOGISTIC REGRESSION models to calculate the CREDIT RISK and capacity has been compared with the NEURAL NETWORKS model results.Results imply higher efficiency of NEURAL NETWORKS than LINEAR REGRESSION to estimate the capacity and efficiency of credit customers.

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APA: Copy

EISAZADEH, SAEID, & MANSOURI GARGARI, HAMED. (2013). COMPARISON OF PERFORMANCE CLASSICAL AND NEURAL NETWORKS MODELS FOR ESTIMATION CREDIT RISK AND CAPACITY CUSTOMERS: EVIDENCE FROM TEJARAT BANK. JOURNAL OF MONETARY & FINANCIAL ECONOMICS, 20(5), 87-114. SID. https://sid.ir/paper/398870/en

Vancouver: Copy

EISAZADEH SAEID, MANSOURI GARGARI HAMED. COMPARISON OF PERFORMANCE CLASSICAL AND NEURAL NETWORKS MODELS FOR ESTIMATION CREDIT RISK AND CAPACITY CUSTOMERS: EVIDENCE FROM TEJARAT BANK. JOURNAL OF MONETARY & FINANCIAL ECONOMICS[Internet]. 2013;20(5):87-114. Available from: https://sid.ir/paper/398870/en

IEEE: Copy

SAEID EISAZADEH, and HAMED MANSOURI GARGARI, “COMPARISON OF PERFORMANCE CLASSICAL AND NEURAL NETWORKS MODELS FOR ESTIMATION CREDIT RISK AND CAPACITY CUSTOMERS: EVIDENCE FROM TEJARAT BANK,” JOURNAL OF MONETARY & FINANCIAL ECONOMICS, vol. 20, no. 5, pp. 87–114, 2013, [Online]. Available: https://sid.ir/paper/398870/en

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