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Stress Testing of Credit Risk in Iran’s Banking System

Author

Listed:
  • Sanatkhani, Mahboobeh

    (Department of Economics, Faculty of Social Sciences and Economics, Alzahra University, Tehran, Iran)

  • Bazzazan, Fatemeh

    (Department of Economics, Faculty of Social Sciences and Economics, Alzahra University, Tehran, Iran)

Abstract

Economic crisis imposes extensive losses on banks and credit institutions, thereby increasing their credit risk and dissolution. In fact, the economic conditions of countries are the major cause of financial stress, the destructive effects of which can greatly be reduced by accurate risk management in the banking system. This study

Suggested Citation

  • Sanatkhani, Mahboobeh & Bazzazan, Fatemeh, 2021. "Stress Testing of Credit Risk in Iran’s Banking System," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(1), pages 93-114, March.
    • Handle: RePEc:mbr:jmonec:v:16:y:2021:i:1:p:93-114
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    References listed on IDEAS

    as
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    5. Grigori Fainstein & Igor Novikov, 2011. "The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 20-45, June.
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    8. noroozi, payam, 2014. "The Effect of Macroeconomic Variables on Credit Risk of Banks in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 7(20), pages 237-257, July.
    9. Miroslav Misina & David Tessier & Shubhasis Dey, 2006. "Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector," Staff Working Papers 06-47, Bank of Canada.
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