Delphi application in solicitation of qualitative risk factors for estimation of a perceived probability of default: Case of Karafarin Bank
- سال انتشار: 1388
- محل انتشار: فصلنامه انجمن علوم مدیریت ایران، دوره: 4، شماره: 15
- کد COI اختصاصی: JR_IAMS-4-15_006
- زبان مقاله: فارسی
- تعداد مشاهده: 120
نویسندگان
چکیده
Unreliability of financial statements in Iran has urged this country’s financial services industry management to manipulate practices by which they could gain reliable risk scores for borrowers. This research extracts the most influential qualitative factors that would impact the default of a business relationship borrower. Solicitation of the factors is done through Delphi methodology. The mean weight of each factor is then calculated from grades given to each factor by the experts. As a case study, lending relationships of a private bank, Karafarin Bank (KB), and hundreds of its relationship borrowers , are examined and the credit committee of the bank is asked to rate these companies according to the extracted attributes found by this research through Delphi method. The qualitative risk score of these companies are then derived and it is shown how this score could be used for estimation of a perceived default probability of customersکلیدواژه ها
relationship lending, Delphi method, relationship risk factor, relationship risk scoreاطلاعات 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.