How to cite this paper
Ghodrati, H & Abyak, H. (2013). Measuring customer's credit risk in banking industry.Management Science Letters , 3(7), 2029-2038.
Refrences
Altman, E. (1968). Financial Ratios, Disarmament Analysis and the Prediction of Corporate
Bankruptcy. Journal of Finance, 23, 589-609.
Beaver W.H. (1966). Financial ratios as predictors of failure. Journal of Accounting Research, 18(4),
71-11.
Basel Committee On Banking Regulation & supervisory practices (2000).
Chateau, D. P. (2009). Approach for credit risk modeling in banks and insurance. International
Review of Financial Analysis, 18(5), 260-270.
Dun & Bradstreet (1998). Bankruptcy insolvency accounting practice and procedure. Journal of
Financial, 13, 21-41.
Fallah Shams, M. (2005). The Management of Credit Risk in Banks and Financial Institutes.
(Concepts and Models). Economic Sciences Faculty Press
Fiori, R., Foglia, A., Iannotti, S. (2008). Estimating macroeconomic credit risk and sectoral default
rate correlations for the Italian Banks. Journal of Financial, 17(3), 405-417.
Greuning, H. & Bratanovice, S.B. (2003). Analyzing and managing banking risk. Journal of work
bank, 1-6.
Heidarzadeh, A. (2008). The evaluation of the solvency of customers in the repayment of their
liabilities based on Altman Z-Score model. Unpublished master dissertation. Tehran University
,Iran
Hosmer, D. W., & Lemeshow, S. (2004). Applied logistic regression (Vol. 354). Wiley-Interscience.
Khani, M. (2007). The Design and Explanation of Credit Risk Model in the Banking System of Iran.
unpublished master dissertation” Tehran University ,Iran
Latifi, H. (2004). A Study of the Relation between the Indices of Credit Risk and on time Repayment
of the Liabilities of Bank Customers. Unpublished Master Dissertation. Tehran University ,Iran
Lopez, J. (2009). Evaluating credit risk models. Journal of Banking & Finance, 33(2), 281-299.
Mansouri, A., Azar, A. (2002). The Explanation of an Efficient Model of Bank Facilities Allocation
based on Neural Network Approach and Logistic Regression. Nashr Modares Journal, 3(6), 125-
146.
Mohammadkhan, M., Esmaili, M.A., & Yarahmadi, M. (2008). The Design of a Evaluation Model of
the Credit Risk of Bank Customers using Logistic Regression Model. 6th International Conference
of Industrial Engineering
Pasiouras, F. (2008). Estimating the technical and scale efficiency of Greek commercial banks: the
impact of credit risk, off-balance sheet activities, and international operations. Research in
International Business and Finance, 22(3), 301-318.
Sabzevari, H. (2009). The estimation and comparison of Logit credit rating model and hierarchical
analysis method. unpublished master dissertation, Tehran University ,Iran
Soltani, M. (2000). A Study of the Factors Effective in the Deferred Claims of Bank Melli of
Mazandaran Province. unpublished master dissertation, Tehran University, Iran.
Stringa, M. & Drehmann, M. (2010) credit risk modeling : A new approach. Journal of Banking &
Finance, 34(4), 713-729.
Vedadi, A. (2004). A Study of the Credential Behavior of the Customers Receiving Facilities based
on Credit Rating Neural Networks. Unpublished PhD Dissertation, Tehran University ,Iran
Zekavat, S. M. (2003). Models of Credit Risk of the Customers of Bank Tose’eh Saderat (Export
Development Bank) of Iran. unpublished master dissertation, Tehran University ,Iran
Bankruptcy. Journal of Finance, 23, 589-609.
Beaver W.H. (1966). Financial ratios as predictors of failure. Journal of Accounting Research, 18(4),
71-11.
Basel Committee On Banking Regulation & supervisory practices (2000).
Chateau, D. P. (2009). Approach for credit risk modeling in banks and insurance. International
Review of Financial Analysis, 18(5), 260-270.
Dun & Bradstreet (1998). Bankruptcy insolvency accounting practice and procedure. Journal of
Financial, 13, 21-41.
Fallah Shams, M. (2005). The Management of Credit Risk in Banks and Financial Institutes.
(Concepts and Models). Economic Sciences Faculty Press
Fiori, R., Foglia, A., Iannotti, S. (2008). Estimating macroeconomic credit risk and sectoral default
rate correlations for the Italian Banks. Journal of Financial, 17(3), 405-417.
Greuning, H. & Bratanovice, S.B. (2003). Analyzing and managing banking risk. Journal of work
bank, 1-6.
Heidarzadeh, A. (2008). The evaluation of the solvency of customers in the repayment of their
liabilities based on Altman Z-Score model. Unpublished master dissertation. Tehran University
,Iran
Hosmer, D. W., & Lemeshow, S. (2004). Applied logistic regression (Vol. 354). Wiley-Interscience.
Khani, M. (2007). The Design and Explanation of Credit Risk Model in the Banking System of Iran.
unpublished master dissertation” Tehran University ,Iran
Latifi, H. (2004). A Study of the Relation between the Indices of Credit Risk and on time Repayment
of the Liabilities of Bank Customers. Unpublished Master Dissertation. Tehran University ,Iran
Lopez, J. (2009). Evaluating credit risk models. Journal of Banking & Finance, 33(2), 281-299.
Mansouri, A., Azar, A. (2002). The Explanation of an Efficient Model of Bank Facilities Allocation
based on Neural Network Approach and Logistic Regression. Nashr Modares Journal, 3(6), 125-
146.
Mohammadkhan, M., Esmaili, M.A., & Yarahmadi, M. (2008). The Design of a Evaluation Model of
the Credit Risk of Bank Customers using Logistic Regression Model. 6th International Conference
of Industrial Engineering
Pasiouras, F. (2008). Estimating the technical and scale efficiency of Greek commercial banks: the
impact of credit risk, off-balance sheet activities, and international operations. Research in
International Business and Finance, 22(3), 301-318.
Sabzevari, H. (2009). The estimation and comparison of Logit credit rating model and hierarchical
analysis method. unpublished master dissertation, Tehran University ,Iran
Soltani, M. (2000). A Study of the Factors Effective in the Deferred Claims of Bank Melli of
Mazandaran Province. unpublished master dissertation, Tehran University, Iran.
Stringa, M. & Drehmann, M. (2010) credit risk modeling : A new approach. Journal of Banking &
Finance, 34(4), 713-729.
Vedadi, A. (2004). A Study of the Credential Behavior of the Customers Receiving Facilities based
on Credit Rating Neural Networks. Unpublished PhD Dissertation, Tehran University ,Iran
Zekavat, S. M. (2003). Models of Credit Risk of the Customers of Bank Tose’eh Saderat (Export
Development Bank) of Iran. unpublished master dissertation, Tehran University ,Iran