Comprehensive Indexing For Evaluating the Credit Risk Management (in Persian)

Ali Saghafi (), Jamal Damghanian (), Ghasem Bavolo, Sajad Sayah and Maryam Davolo
Additional contact information
Ali Saghafi: member
Jamal Damghanian: Iran
Ghasem Bavolo: Iran
Sajad Sayah: Iran
Maryam Davolo: Iran

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2017, vol. 9, issue 30, 595-623

Abstract: A mature credit risk management (CRM) framework determines to a great extent the strength of a banking system in general and its financial performance in particular. Evaluation of the maturity of a CRM framework however, suffers from a lack of reliable measure and thus it is considered as a challenge at both policy and operational levels. To determine the CRM index in banking sector, as proposed here, the constructs are explained and weighted using cognitive mapping; next, for validating the index, extracted scores are compared with non-performing loans (NPL) ratios of the Iranian banks. Findings analysis indicates that suitable infrastructure, methods; and strategies and policies, are three important components of credit risk management with relative importance scores of 49, 28, and 23 consecutively.

JEL-codes: G21 G32 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmbres:v:9:y:2017:i:30:p:595-623

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