تأثیر مدیریت ریسک اعتباری بر عملکرد وام‌دهی شعب بانک کشاورزی

References

Ahmed, S., Malik, Q.A. (2015). Credit risk management and loan performance: Empirical investigation of micro finance banks of Pakistan. International Journal of Economics and Financial Issues, 5(2), 574-579.

Alimardani, E., Abbasian, E. (2019). Designing a nonlinear model to examine the effect of both capital adequacy and investment of banks in companies on lending. Research in Accounting and Economic Sciences, 3(5), 14-1 [In Persian].

Amini, A., Haghighat, A., Hemmati, F. (2010). Investigation and analysis of overdue receivables of Qazvin banking network (challenges and solutions). Economic Journal, 10(9 and 10), 71-86 [In Persian].

Amiri, H., Noroozi Amooghin, F. (2018). The effect of facility structure on the profitability of banks (civil partnership and installment sales. Islamic Economics, 18(69), 147-172 [In Persian].

Arora, A., Kumar, M. (2014). Credit risk management index score for Indian banking sector: An in-depth analysis. IUP Journal of Bank Management, 13(2), 19-28.

Basel. (2006). Principles for the management of credit risk, consultative paper issued by the Basel committee on banking supervision, Basel.

Bezzina, F., Grima, S. (2012). Exploring factors affecting the proper use of derivatives: an empirical study with active users and controllers of derivatives. Managerial Finance, 38, 414-434.

Boldizzoni, F. (2008). Means and ends: the idea of capital in the West, 1500-1970. New York: Palgrave Macmillan.

Bozorg Asl, M., Barzideh, F., Samadi, M.T. (2017). The relationship between liquidity risk and credit risk and its impact on financial instability in the Iranian banking industry. Monetary and Banking Research, 10(33), 509-532 [In Persian].

Central Bank. (2012). Monetary policy tools in Iran, https://www.cbi.ir/page/1512.aspx [In Persian].

Chavoshi Rad, R., Dehghan Nistanaki, M., Ismailzadeh, A. (2014). Internal factors affecting the profitability of branches in the bank Case study: Parsian Bank branches in Tehran province. National Conference on New Approaches to Business Management; Tabriz, Tabriz University and Industrial Management Organization, 79-105[In Persian].

Chijoriga, M.M. (2011). Application of multiple discriminant analysis (MDA) as a credit scoring and risk assessment model. International Journal of Emerging Markets, 6(2), 132-147.

Cooper, M., Jackson, W., Patterson, G. (2003). Evidence of predictability in the cross section of bank stock returns. Journal of Banking and Finance, 27(5), 817-850.

Dadashei, E., Kurdmanjiri, S., Khoshnood, Z., Ghulam Nia Roshan, H. (2020). Investigating the variables affecting the credit risk of legal clients of banks using the support vector machine and the decision tree. Financial Management Perspectives, 10(31), 53-73[In Persian].

Danstun, N., Harun, M. (2019). The effect of credit collection policy on portfolio at risk of microfinance, institutions in Tanzania. Studies in Business & Economics, 14(3), 132-144.

Delafrooz, N., Homayoun Far, M., Taghipour Tamijani, M. (2019). Credit risk management in banks using a combined approach. Financial Engineering and Securities Management, 10(38), 94-116 [In Persian].

Djebali, N., Zaghdoudi, K. (2020). Threshold effects of liquidity risk and credit risk on bank stability in the MENA region. Journal of Policy Modeling, 42(5), 1049-1063.

Falahpour, S., Rai, R., Hendijaneizadeh, M. (2014). Neonatal approach based on artificial bee colony to estimate the credit rating of bank customers. Financial Engineering and Securities Management, 21(48), 33-53.[In Persian].

Farhang, A., Twelve, Asnaasharei, A., Abolhasanei, A., Ranjbar Fallah, M., Biabanei, J. (1397). Bank capital, liquidity and credit risk in Iranian banks. Applied Theories of Economics, 5(4), 227-247 [In Persian].

Frank, B., Josephine, M. (2014). Risk management practices adopted by financial firms in Malta. Managerial Finance, 40, 587-612.

Fraser, J., Simkins, J. (2010). Enterprise risk management: Today’s leading research and best practices for tomorrow’s executive. Hoboken, New York, NY: John Wiley & Sons.

Gard, A., Akbari, E. (2012). Assessing the relationship between interest rates on bank facilities and Bank Mellat overdue items. Quantitative Studies in Management, 3(4), 31-46 [In Persian].

Gondoghi, G., Sarang, A., Rajaei, R., Ghasemi, A.R., Tehrani, R. (2020). Credit risk assessment using a combined neural network model of ant pattern recognition and algorithm. Management and Development Process, 33(1), 133-170 [In Persian].

Habibi, R., Koohi, H., Baidi, H. (1397). Bank lending decisions using genetic algorithm method (Case study: Real customers of Sepah Bank. Financial Studies and Islamic Banking, 4(9), 33-71 [In Persian].

Haidarpour, F., Karzabhi, M. (2009). Designing a model for accreditation of legal clients of the bank using criterion C 5. Financial Knowledge of Securities Analysis, 2(2), 135-154 [In Persian].

Imbierowicz, B., Rauch, C. (2014). The relationship between liquidity risk and credit risk in banks. Journal of Banking & Finance, 2014, 40, 242-256.

Irvani, M.J., Ghazali, A. (2014). Identifying and ranking the factors affecting the preference of banking system policymakers in providing various facilities to applicants. Economic Studies and Policies, 10(1), 205-226 [In Persian].

Khodaei valeh zaghard, M., Kordloui, H.R., Mahmoudzadeh, E. (2011). Provide a model for measuring the risk of foreign exchange assets. Financial Engineering and Securities Management, 9(60), 135-152[In Persian].

Khorami, A., Taqhva Fard, M.T., Khatami Firoozabadi, M. (2020). Credit risk assessment of bank loan applicants by case-based reasoning (CBR) method. Industrial Management Studies, 18(59), 79-116[In Persian].

Ligung, Z., Kin, K., Lai, L. )2010(. Least squares support vector machines ensemble models for credit scoring. Journal of Expert Systems with Application, 37, 127-133.

Liu, C., Xie, J., Zhao, Q., Xie, Q., Liu, C. (2019). Novel evolutionary multi-objective soft subspace clustering algorithm for credit risk assessment. Expert Systems with Applications, 138(C), 112827.

Loona, Y., Zhong, Z. (2014). The impact of central clearing on counterparty risk, liquidity, and trading: evidence from the credit default swap market. Journal of Financial Economics, 112(2), 91-115.

Madani Tonekaboni, S., Adibopour, M., Mahmoudzadeh, M., Ghavidel, S. (2020). The effect of macroeconomic resilience on bank credit risk (Interstate Study. Economic Studies and Policies, 7(1), 121-152 [In Persian].

Mburu, M., Mwangi, W., Muathe, S. (2020). Credit management practices and loan performance: empirical evidence from commercial banks in Kenya. International Journal of Current Aspects in Finance, Banking and Accounting, 2(1), 51-63.

Mehrara, M., Abdoli, G., Parsamanesh, M. (2020). Determining the credit risk of customers of export credit insurance companies in Iran Export Guarantee Fund using machine learning methods and neural network. Journal of Commerce, 24(96), 147-188 [In Persian].

Mehrara, M., Musaei, M., Tasavorei, M., Hassanzadeh, A. (2009). Credit rating of Parsian Bank legal clients. Economic Modeling, 3(9), 121-150 [In Persian].

Miradji, M.A., Dwiarta, I.M.B. (2020). Determinant of credit and liquidity risk at bank health level assessment. 1st International Conference of Business and Social Sciences.

Mirghfouri, H., Amin Ashouri, Z. (2015). Credit risk assessment of bank customers. Business Management Explorations, 7(13), 147-166 [In Persian].

Modbar, S., Rafiei, S., Agha Mohammadi, Z. (2020). Identifying the factors affecting the probability of deferral of bank customers' facilities. Research in Accounting and Economic Sciences, 4(14), 43-54 [In Persian].

Mohammad, A. (2014). What influences banks lending in sub-Saharan Africa. Journal of Emerging Market Finance, 13(1), 1-42.

Moti, H., Masinde, J., Mugenda, N., Sindani, M. (2012). Effectiveness of credit management system on loan performance: Empirical evidence from micro finance sector in Kenya. International Journal of Business, Humanities and Technology, 2(2), 99-108.

Mousavian, A., Kavand, M. (2010). Liquidity management in Islamic banking. Economic Knowledge, 2(1), 35-63 [In Persian].

Muhire, F. (2018). Credit terms, credit accessibility and sustainability of SMES in Uganda. Acase study of SMES, Nakawa division Kampala.

Naderi, J., Mousavian, A., Nadiri, M., Zarei, F. (2019). A comparative study of credit risk in islamic banking and conventional banking (With emphasis on the impact of specific banking factors. Economic Research, 16(32), 61-87 [In Persian].

Ndero, S., Wepukhulu, J., Bogonko, J. (2019). Relationship between credit appraisal and loan performance by commercial banks in uasin gishu county, Kenya. European Journal of Economic and Financial Research.

Nikolaidou, E., Vogiazas, S. (2014). Credit risk determinants for the Bulgaria banking system. International Advance Economics Research, 20(4), 87-102.

Njenga, M., Kavindah, L. (2021). Credit management strategies and sustainability of digital lending applications in Kenya. International Academic Journal of Economics and Finance, 3 (6), 423, 446, 2.

Olabisi, J., Oladejo, D., Adegoke, J., Abioro, M. (2019). Credit management policy and firms’profitability: Evidence from infant manufacturing firms in southwest, Nigeria. Contemporary Economy Journal, 4(4), 59-69.

Rezaei, N., Norouzi, A. (2019). Investigating economic uncertainty and bank lending decisions. Investment Knowledge, 8(32), 315-330 [In Persian].

Richard, E., Chijoriga, M., Kaijage, E., Peterson, C., Bohman, H. (2008). Credit risk management system of a commercial bank in Tanzania. International Journal of Emerging Markets, 3(3), 323-332.

Ross, S., Westerfield, R., Jordan, B. (2008). Essentials of corporate finance. Hill International Edition. USA: McGraw-Hill Companies Inc.

Saeedi Klishami, A. (2014). Investigation and analysis of overdue correspondence in the banking network of Guilan province. Journal of Economics, 14(11), 59-76 [In Persian].

Sameti, M., Dalali Esfahani, R., Krname Haghighei, H. (2011). The effect of macroeconomic instability on lending behavior of commercial banks in Iran. Economic Research Process, 19(60), 5-28 [In Persian].

Scannella, E., Polizzi, S. (2021). How to measure bank credit risk disclosure? Testing a new methodological approach based on the content analysis framework. Journal of Banking Regulation, 22(1), 73-95.

Setiawan, A., Sudarto, S., Widiastuti, E. (2021). The influence of credit risk and liquidity rrisk on bank stability. Icore, 5(1).1169-1177.

Sharifi Renani, H., Honarvar, N., Daei Karimzadeh, S., Amrollahi Pourshirazi, F. (2009). Investigating the effects of monetary policy on GDP through the banking system lending channel in Iran. Economic Modeling, 3(10), 27-48 [In Persian].

Sustersic, M., Mramor, D., Zupan, J. (2009). Consumer credit scoring models with limited data. Journal of Expert Systems withApplications 36, 4736-4744.

Taherpour, J., Mohammadi, T., Fardi Kalhoroodi, R. (1397). The role of distribution of banking facilities on Iran's economic growth. Journal of Economics, 18(69), 133-162 [In Persian].

Taqhi Nataj, G., Najafpour Kurdi, H. (2013). Investigating the causes of increasing the overdue receivables of the sample bank and prevention and reduction strategies. Accounting and Auditing Research, 1, 17-19 [In Persian].

Toloui Ashlaghi, A., Nicomram, H., Maqduri Sharbiani, F. (2010). Classification of bank credit facility applicants using backup machine technique. Management Futurology, 1(84), 1-19 [In Persian].

World Bank (2016). Databank: World Development Indicators. Accessed on March 21, 2017 fromhttp:// databank.worldbank.org/data/reports.aspx?source=2&series=FB.AST.NPER.ZS&country=#.

Worokinasih, S., Potipiroon, W. (2019). Microfinance repayment performance of SMEs in Indonesia: Examining the roles of social capital and loan credit terms. The Journal of Behavioral Science, 14(1), 28-45.

Yadollahzadeh Tabari, N., Memarian, E., Nasiri, A. (2014). Identifying the factors affecting the probability of non-repayment of banks' credit facilities. Journal of Economics and Business, 5(7), 15-28 [In Persian].