Credit risk assessment: a field research

Prodromos Chatzoglou, Ioannis Eleftheriades and Evdokia Tsifora

International Journal of Economic Policy in Emerging Economies, 2009, vol. 2, issue 4, 372-390

Abstract: Nowadays banks are faced with an increased level of doubtful debts. This research examines some firm- market- and industry-related factors that can be used to explain the level of doubtful debts. Some moderating factors (type, size and duration of the loan) are also considered. The sample is consisted from 129 credit analysts and branch managers from five of the biggest banks operating in Greece. The results suggest that the use of automated credit assessment tools, very good knowledge of the assessment process and rules, and the implementation of suitable control mechanism can help towards reducing the level of doubtful debts.

Keywords: doubtful debts; regression modelling; Greek banking system; credit risk assessment; Greece; loan type; loan size; loan duration; automated credit assessment. (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.inderscience.com/link.php?id=30938 (text/html)
Access to full text is restricted to subscribers.

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:ids:ijepee:v:2:y:2009:i:4:p:372-390

Access Statistics for this article

More articles in International Journal of Economic Policy in Emerging Economies from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().