نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشجوی دکترای مدیریت مالی ، دانشگاه آزاد اسلامی ، واحد بین الملل کیش ، کیش ، ایران
2 دانشیار دانشگاه آزاد اسلامی واحد علوم و تحقیقات تهران
3 واحد علوم تحقیقات تهران
چکیده
کلیدواژه‌ها
موضوعات
عنوان مقاله [English]
نویسندگان [English]
The main objective of this research is to provide a model for measuring the credit risk of Melli Bank customers. An artificial neural network method is used in the current research and its population includes all real and legal customers of the Melli Bank. In this research, Friedman test was used to rank the factors affecting credit risk. Based on the results of Friedman test, five important factors in the credit risk of real customers of the Melli Bank of Iran included type of job, value of guarantee, loan amount, having returned cheques and the average of account. In addition, value of guarantee, amount of loan, the average of account, the history of the company, and having the returned cheques and deferred loans are the most important factors affecting the credit risk of legal customers, which are used as inputs in the neural network model. The results of credit risk measurement using the neural network showed that the proposed model has a high ability
کلیدواژه‌ها [English]
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