Identification and Evaluation of the Factors Affecting Credit Risk Management Using the Multinomial Logistic Regression Model
- سال انتشار: 1401
- محل انتشار: Iranian Economic Review Journal، دوره: 26، شماره: 3
- کد COI اختصاصی: JR_IER-26-3_013
- زبان مقاله: انگلیسی
- تعداد مشاهده: 71
نویسندگان
Faculty of Economics, Islamic Azad University, Tehran Central Branch, Tehran, Iran
Faculty of Economics, Islamic Azad University, Tehran Central Branch, Tehran, Iran
Faculty of Economics, Islamic Azad University, Tehran Central Branch, Tehran, Iran
Faculty of Economics, Islamic Azad University, Tehran Central Branch, Tehran, Iran
چکیده
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 ۷۳۳۰ 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.کلیدواژه ها
Natural Customers, credit risk, Credit scoring, Multinomial Logistic Regressionاطلاعات بیشتر در مورد COI
COI مخفف عبارت CIVILICA Object Identifier به معنی شناسه سیویلیکا برای اسناد است. COI کدی است که مطابق محل انتشار، به مقالات کنفرانسها و ژورنالهای داخل کشور به هنگام نمایه سازی بر روی پایگاه استنادی سیویلیکا اختصاص می یابد.
کد COI به مفهوم کد ملی اسناد نمایه شده در سیویلیکا است و کدی یکتا و ثابت است و به همین دلیل همواره قابلیت استناد و پیگیری دارد.