Presentation a Model for Calculation of Credit Risk
سال انتشار: 1397
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 350
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شناسه ملی سند علمی:
ICMET03_038
تاریخ نمایه سازی: 5 آذر 1397
چکیده مقاله:
The credit risk is one of the foremost risks that may affect monetary and financial institutions. Thus, it is necessary to measure this risk for optimal allocation of resources the credit ranking enterprises are totally responsible for this task but due to absence of such enterprises in Iran, a model has been proposed in this study based on comment of experts and using structured equations to compute credit risk in the listed companies in Tehran stock Exchange TSE. With respect to the given results, the industry is the foremost effective factor in credit risk and then leverage, liquidity, and profitability ratios have devoted the maximum effect to it.
کلیدواژه ها:
Credit risk ، Structured equations. Tehran Stock Exchange TSE
نویسندگان
Amirhossein Erza
Member faculty of finance and banking, Allameh Tabataba i University
Moslem Peymany
Member faculty of finance and banking, Allameh Tabataba i University
Farnaz Sefi
Master of Allameh Tabatabaei University