Presenting financial and non-financial indices model affecting the credit risk on the Maskan Bank.

Advances in Mathematical Finance and Applications

مقاله 19، دوره 8، شماره 3، مهر 2023، صفحه 1057-1070   

نوع مقاله: َApplied-Research Paper

شناسه دیجیتال (DOI): 10.22034/amfa.2022.1957497.1741

نویسندگان

Yasanolah Poor Ashraf¹؛ Sobhan Hoosein Beigy^{* 2}؛ Karam Khalili³

¹Department of Financial Management, Ilam Branch, Islamic Azad University, Ilam, Iran

²Department of Planning & Management, Ilam Branch, Islamic Azad University, Ilam, Iran

³Department of Management, Ilam Branch, Islamic Azad University, Ilam, Iran

چکیده

Providing credit facilities to clients can be regarded as one of the most important tasks of banks. As a result, the current research is carried out with the aim of developing a model of financial and non-financial factors that influence credit risk in the Maskan Bank. This study was divided into two sections: qualitative and quantitative. In the qualitative portion, the Delphi technique was used to identify financial and non-financial variables impacting credit risk in the Maskan Bank by interviewing 18 experts. In the quantitative section, the selected components of the questionnaire were initially created in a 5-point Likert scale. The questionnaire was then presented to 361 legal clients of Maskan Bank from the statistical sam-ple of the quantitative section. The quantitative component was completed using LISREL software and modeling the structural equations of SEM. Three primary components (financial, market, and management) and 33 sub-components were identified as financial and non-financial indicators impacting credit risk based on the results of the qualitative section. The quantitative findings also revealed that the indicators of guarantee status in the financial component, price level in the market component, and manpower motivation and productivity, as well as man-agement continuity and trade in the management component, had the largest factor loads.

کلیدواژه‌ها

Financial and non-financial؛ indicators؛ Credit risk؛ Maskan Bank

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