نوع مقاله : مقاله پژوهشی
نویسندگان
1 عضو هیات علمی، دانشگاه شهید بهشتی
2 عضو هیات علمی، موسسه عالی آموزش بانکداری ایران
3 کارشناس ارشد بانکداری اسلامی
کلیدواژهها
عنوان مقاله English
نویسندگان English
The purpose of this study is identifying factors affecting the probability of loan default and forecasting default probability of non-corporate (natural) customers of Pasargad bank by means of neural networks method (NNM). Variables influencing creation of default were identified through investigating background studies and literature review. At the next step, data related to 470 customers were collected from a statistical population of 25342 people who received loans from Pasargad bank in Tehran region from 2013 to 2014. Results show that NNM could accurately forecast 92% of applicants default probability. According to NNM results, bad financial history or type of collateral have had more significant effect on default probability than the other input variables.
کلیدواژهها English
