نوع مقاله : مقاله پژوهشی
نویسندگان
1 عضو هیات علمی موسسه عالی آموزش بانکداری ایران
2 دانشکده مهندسی صنایع و سیستم ها، دانشگاه تربیت مدرس، تهران، ایران
3 موسسه عالی آموزش بانکداری ایران
کلیدواژهها
عنوان مقاله English
نویسندگان English
Credit risk is very important for banks and determining an optimal level for it can save banks from economic crises. By evaluating the banking system and the economic situation of the country, banks predict their deferrals and identify the factors influencing credit risk in order to create financial stability and reduce credit risk. Banks are influenced by both banking and extra-banking factors and the risk of these factors cannot be eliminated, but it can be managed. In this study, the effect of realized and optimal credit risk status of banks listed in Tehran Stock Exchange in different seasons and under different time conditions during 2006-2018 was investigated. The results of the research hypothetical show that the optimal credit risk calculated changes over time and should be selected according to the time under study, an optimal level of credit risk should be selected and it can be said that in the long run explanatory variables have a significant effect on credit risk and asset return rate and equity return have a positive effect on credit risk.
کلیدواژهها English
