List of Articles credit risk management

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  1 - Bank Client Accreditation and Ranking: A Case Study of Saderat Bank of Iran
  alireza torabian mohammad reza nahidi amirkhiz siyavosh jani roghayeh hasanzadeh
  Credit risk assessment is one of the most challenging issues in financial analysis especially in the banking sector. One of the ways to reduce this risk is to design a credit rating system for facility recipients. Accreditation is a method of assessing a loan applicant' More

  Credit risk assessment is one of the most challenging issues in financial analysis especially in the banking sector. One of the ways to reduce this risk is to design a credit rating system for facility recipients. Accreditation is a method of assessing a loan applicant's credit risk that uses past data and statistical techniques to investigate the impact of different features of a loan applicant on the likelihood of default or default on the loan. This research on credit risk management methods using Logistic Regression and Validation methods and real customer ratings of Saderat Bank Supervision Center is performed and characteristics such as age, gender, amount and collateral of facilities are considered as independent variables. This study examines the relationship between the results of this model and the credit status of selected customers. The results show that the variables of age and education have an impact on the status and credit rating of the customers, while the other variables mentioned have a significant relationship with the credit status of the customer. Manuscript profile
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  2 - Credit risk management in the banking system - A comparative approach of Data Envelopment Analysis and Neural Network and Logistic Regression
  Marziyeh Ebrahimi Shghagi Abdollah Daryabor
  This research has been done with the aim of identification of effective factors which influence credit risk and designing model for estimating credit Rating of the companies which have borrowed from a commercial Bank in the one-year period by using Data Envelopment Anal More

  This research has been done with the aim of identification of effective factors which influence credit risk and designing model for estimating credit Rating of the companies which have borrowed from a commercial Bank in the one-year period by using Data Envelopment Analysis and neural network model and comparison of these two models . For this purpose the necessary sample data on financial and non-financial information of 146 companies (as random simple) was selected. In this research, 27 explanatory variables (include financial and non-financial variables) were obtained, by application of factor analysis and Delphi method for examination. Finally 8 variables which had significant effect on credit risk were selected and entered to DEA model. Efficiency of companies was calculated with these variables. Also variables as well as the input vector three-layer perceptron neural network models were added to the model .finally data was processes with logistic regression.  Results from data envelopment analysis model and Neural network and Logistic regression  in comparisons to the actual results obtained from neural network models to predict credit risk legal customers and credit rating suggest that neural network is more efficient than data envelopment analysis and logistic regression.   Manuscript profile
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  3 - Feasibility of using credit default swaps money market
  Ebrahim Abbasi Ameneh Jalilvand
  one of the most widely used and the most effective tools that the banking industry can be used forcredit risk management, it is credit default swap.. The purpose of this research, Feasibility of using credit default swaps money market. The type is methods the research a More

  one of the most widely used and the most effective tools that the banking industry can be used forcredit risk management, it is credit default swap.. The purpose of this research, Feasibility of using credit default swaps money market. The type is methods the research and in terms of the objective functional, data collection tool, is questionnaires. The statistical population, experts of Research Institute Monetary and Banking Central Bank, as well as experts, managers and senior experts of capital market that with this tool are aware. Selected sample, of among statistical population, were selected by census method. We doing analyze data collected by the questionnaires by using the Expert Choice software and SPSS and results of obtained, shows that feasibility of using credit default swap on Iran's money market, there are In terms of a new contract of the signing guaranty together with fee and also in terms of the insurance contract. Manuscript profile
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  4 - Comprehensive Model of Credit Risk Management in the Banking System of Iran
  Ali Saqafi Jamal Damghanyan Sajjad Sayyah Hosein Khozuei
  Credit risk is traditionally defined as the risk that an obligor will not be able to honor its (often long dated) obligations, and has mostly been applied to the fixed income world and more specifically to bank lending. Credit risk is known as the oldest, largest and mo More

  Credit risk is traditionally defined as the risk that an obligor will not be able to honor its (often long dated) obligations, and has mostly been applied to the fixed income world and more specifically to bank lending. Credit risk is known as the oldest, largest and most important bank's risk. Therefore an integrated credit risk management at all stages of Before lending, While lending,after lending Is critical for banks. This study aims to achieve a coherent pattern in the area of credit risk management. For this purpose,by Using research method of graunded theory and coding behind the different stages of the three-part comprehensive model of credit risk management framework includes policies, methodologies and infrastructure were found Manuscript profile
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  5 - Quantitative studies in the management of the banking industry in order to increase customer satisfaction and profitability (case study: Bank Mellat)
  Mohammad Moradi Mohammad Sadegh Horri Iraj Noori
  10.30495/qrm.2023.1991352.1032
  In order to provide all kinds of facilities to their customers, credit institutions need to carry out complete surveys in order to know the applicants from qualitative and quantitative aspects, in order to fully evaluate the ability to repay and calculate the probabilit More

  In order to provide all kinds of facilities to their customers, credit institutions need to carry out complete surveys in order to know the applicants from qualitative and quantitative aspects, in order to fully evaluate the ability to repay and calculate the probability of non-repayment of facilities and services. Financially, these surveys are generally called validation. The purpose of this research is to rank the groups of customers and determine the best parts of them so that the brokerage company can perform credit allocation in a mechanized way. For this purpose, after the initial pre-processing of the data, they are processed in the form of RFM 1 model. Then, using the SOM 2 neural network as one of the clustering algorithms, the customers will be divided into 10 clusters. In the following, using the proposed model, the clusters are ranked. The best clusters are identified and the operation of granting facilities is done for the members of these clusters. Finally, three clusters 5, 1 and 7 were determined as the best clusters, which are the target customers. The coefficient of facilities granted to these top three clusters is 0.271, 0.173 and 0.556 respectively. Manuscript profile
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  6 - بررسی نظریه تحلیل بقا در مدیریت ریسک اعتباری دریافت‌کنندگان تسهیلات (مطالعه موردی بانک توسعه تعاون استان گیلان)
  مریم عاملی رضا آقاجان نشتایی
  امروزه یکی از اساسی‌ترین مباحث مدیریت ریسک بانکها و مؤسسات مالی و اعتباری، مدیریت ریسک اعتباری است. در این پژوهش، روشهای تحلیل بقا را برای مدل‌سازی ریسک اعتباری برحسب تابع توزیع شرطی زمان نکول، به کار می‌بریم. به‌عنوان یک کار عملی، پرتفوی اعتباری جعاله بانک توسعه تعاون More

  امروزه یکی از اساسی‌ترین مباحث مدیریت ریسک بانکها و مؤسسات مالی و اعتباری، مدیریت ریسک اعتباری است. در این پژوهش، روشهای تحلیل بقا را برای مدل‌سازی ریسک اعتباری برحسب تابع توزیع شرطی زمان نکول، به کار می‌بریم. به‌عنوان یک کار عملی، پرتفوی اعتباری جعاله بانک توسعه تعاون استان گیلان را در نظر گرفته و احتمال‌های نکول آن را براساس روش تحلیل بقا برآورد می کنیم. به منظور استنباط و تحلیل فرضیه تحقیق ابتدا به سه روش پارامتریک، نیمه پارامتریک (مدل خطر متناسب) و ناپارامتریک تحلیل بقا، تابع بفا و سپس مقدار تابع احتمال نکول برآورد خواهد شد سرانجام یک مقایسه بین سه رویکرد را با استفاده از روش ROCانجام می دهیم. به منظور تجزیه و تحلیل داده‌ها، از نرم افزار SPSS، SAS، R و Minitab استفاده شده است. نتایج نشان می‏دهد مدل پارامتریک از سایر مدل‌ها ارجح‌تر و مناسب‌تر است. و بعد از مدل پارامتریک، مدل نیمه پارامتریک (مدل خطر متناسب) و سپس مدل ناپارامتریک بهترین مدل‌ها هستند. از جمله پیشنهادهایی که نتایج این پژوهش عنوان می‌کند، در ارتباط با استفاده بانک از رتبه بندی یا امتیاز اعتباری است؛ چرا که علاوه بر نحوه مدیریت صحیح تخصیص تسهیلات به مشتریان، استفاده از امتیاز اعتباری به عنوان یک متغیر تبیینی باعث کاراتر و دقیقتر شدن برآوردهای احتمال نکول خواهد شد. Manuscript profile
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  7 - Designing and developing a model for optimal credit risk management in the network of after-sales service companies of automakers
  Hamid reza Radmannejad Mohammad Ebrahim Mohammadpoor Zarandi Mehrzad minouei
  After-sales service can play an important role in customer satisfaction and maintaining it customers are loyal to a brand after sell to a brand make a constructive connection to it.Thus improving the quality and enhancing the performance of a business. Successful organi More

  After-sales service can play an important role in customer satisfaction and maintaining it customers are loyal to a brand after sell to a brand make a constructive connection to it.Thus improving the quality and enhancing the performance of a business. Successful organizations are those that have the ability to consciously use customer information and provide better after-sales service. Therefore, in this research, the credit risk management model in Saipa Yadak dealer network has been designed using financial and non-financial components of after-sales serviceThe results showed that using financial and non-financial components including, service cost, performance of after-sales service agencies, good accounting of agents, the amount of collateral of agents, the quality of services of the network of agencies, the speed of services of the network of agencies Agencies, network age (or age) of agencies, and regional location of the network of after-sales service providers affect optimal credit risk management. Also, firefly algorithm and bee colony algorithm have the ability to predict the optimal management of credit risk using financial components. Manuscript profile
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  8 - Designing a Credit Risk Management Model in the Network of after-sales service companies Using Financial Components of After-Sales Services and Metaheuristic Algorithms (Case study: Saipa's after-sales service company(Saipa Yadak))
  Hamid reza Radmannejad Mohammad Ebrahim Mohammad Pourzarandi Mehrzad Minouei
  The type of customer service during the warranty is crucial for each complex. The purpose of customer service will be to meet the satisfaction of customers. Many components can contribute to accomplish this goal. One of the most important components is financial compone More

  The type of customer service during the warranty is crucial for each complex. The purpose of customer service will be to meet the satisfaction of customers. Many components can contribute to accomplish this goal. One of the most important components is financial components. Today's world is a world of wide developments in all dimensions. The majority of companies are, more than ever, aware that the delivery of after-sales service is very effective in the loyalty and repetition of customer purchases. The intense focus on the quality of service causes the product to be valuable in terms of customers and their loyalty. Therefore, in this study, designing a credit risk management model for the for the Saipa Yadak Company and its Representatives Network using financial components of after-sales service and meta-heuristic algorithms was discussed. The sample studied in this research is the representatives of Saipa Company.The results showed that using financial components including, service cost, performance, good accounting, the amount of collateral and the amount of after-sales service agents have an impact on optimal credit risk management. Also, firefly algorithm and bee colony algorithm have the ability to predict the optimal management of credit risk using financial components. Manuscript profile