Business Cycles Effects on Default Rate of Banking Facilities during 2000-2009 in Iran and Defining Optimal Facility Portfolio for Banking System

Mohammad Vaez, Hadi Amiri and Mehdi Heidari

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2011, vol. 3, issue 7, 41-76

Abstract: One of the most important problems of the banks is that how they can control and decrease credit risk. In other words، banks would want to know that what determinants effect of credit risk، which one can be controlled and in general، how they can reduce the credit risk of

Keywords: Risk; Credit Risk; Probability of Default; Default Rate; Value at Risk (search for similar items in EconPapers)
Date: 2011
References: Add references at CitEc
Citations:

Downloads: (external link)
http://jmbr.mbri.ac.ir/article-1-84-en.pdf (application/pdf)
http://jmbr.mbri.ac.ir/article-1-84-en.html (text/html)
http://jmbr.mbri.ac.ir/article-1-84-fa.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmbres:v:3:y:2011:i:7:p:41-76

Access Statistics for this article

More articles in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) from Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
Bibliographic data for series maintained by P. R. ().