نوع مقاله : مقاله پژوهشی
نویسندگان
دانشگاه رازی
چکیده
کلیدواژهها
موضوعات
عنوان مقاله [English]
نویسندگان [English]
One of the consequences of financial intermediation activities in banks is credit risk, which is the oldest, largest and at the same time the most important banking risk. In this research, the modeling and identification of causal relationships between the main factors of credit risk in order to predict the default of repayment of customers by referring to credit experts and using the DEMATEL method have been discussed. Structuring complex factors in the form of cause and effect groups is one of the most important functions of DEMATEL method in problem solving processes. Therefore, Number of 22 variables describing credit risk are divided into two categories, cause and effect. The results show that the profession status of the applicant has the most influence in the model. The variables of annual income, workplace ownership and applicant's marital status are respectively in the next degrees of influence. The variable number of collateral also has the least influence in the model. The monthly repayment burden has the highest level of influence compared to other variables. Also, the variables of annual income and profession status of the applicant have the most interactions with other studied variables.Therefore, demographic and socio-economic indicators, along with financial and credit indicators, should be given more attention in credit bureau models, and different and comprehensive systems to measure credit should be linked to each other more quickly to be used by banks and credit bureau institutions. Therefore, our findings allow providing an effective decision support system for banks in order to detect and reduce the rate of bad borrowers and thus reducing credit risk.
کلیدواژهها [English]
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