نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشجوی دکتری مدیریت مالی، واحد علوم و تحقیقات ایلام، دانشگاه آزاد اسلامی ایران، ایلام، ایران.
2 دکتری حسابداری، گروه حسابداری، واحد علوم و تحقیقات ایلام، دانشگاه آزاد اسلامی ایران، ایلام، ایران .
3 دکتری مدیریت استراتژیک، دانشگاه ایلام، ایلام، ایران.
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
Credit risk is one of the most important risks in the banking industry. This study aimed to identify factors that influence credit risk (such as loan characteristics, individual customer characteristics, and macroeconomic factors). For this purpose, a random sample of 5 customers who borrowed from Refah Bank during the period 19-92-92 was used. This paper investigates the factors affecting customer default risk using conventional survival analysis models including Kaplan-Meier nonparametric model and Cox pseudo-parametric model.
The results of the model showed that variables such as loan amount, number of installments, number of children, education, age, type of job and job title influenced the survival and risk function curves. In the short-term (eg, one-year) horizon, the economic conditions of the community play a key role in the failure of these customers.
کلیدواژهها [English]