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

Author

Listed:
  • Saghafi, Ali

    (member)

  • Damghanian, Jamal

    (Iran)

  • Bavolo, Ghasem

    (Iran)

  • Sayah, Sajad

    (Iran)

  • Davolo, Maryam

    (Iran)

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.

Suggested Citation

  • Saghafi, Ali & Damghanian, Jamal & Bavolo, Ghasem & Sayah, Sajad & Davolo, Maryam, 2017. "Comprehensive Indexing For Evaluating the Credit Risk Management (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(30), pages 595-623, January.
    • Handle: RePEc:mbr:jmbres:v:9:y:2017:i:30:p:595-623
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    More about this item

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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