نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشیار و عضو هیات علمی، دانشکده اقتصاد دانشگاه علامه طباطبائی
2 دانشجوی دکتری اقتصاد مالی، دانشکده پردیس، دانشگاه علامه طباطبائی
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
In this study, we examine the effect of customer leverage ratios on credit risk of banks in Iran using a mixed (fixed and random effects) model.
To estimate credit risk of legal customers in Iran banking system, we use mixed effect logistic regression. Total observations would be 5925 records of legal companies which have been received loan from Iranian banks.
Considering the results of the estimated model in order to estimate the credit risk of the legal customers of the banking system of the country, it can be seen that among the 40 qualitative and quantitative variables studied, only 10 variables influenced the credit risk of legal customers, among which The effect of customer leverage ratios on credit risk has been positive so that by increasing one unit in the ratio of current debt ratio, credit risk is increased by 0.05 percent. Also, with a one-unit increase in the Long-term debt ratio, credit risk increases by 0.03 percent.
کلیدواژهها [English]