Hassan Salehikia
Faculty of Economics and Management, Firoozkooh Branch, Islamic Azad University
[ 1 ] - The Resilience of the Iranian Banking System to Macro Shocks with an Emphasis on Credit Risk
In this paper, we present the macro stress test with a credit risk approach for banking system of Iran during the period 2004Q1-2019Q4. The goal is to evaluate the vulnerability of the banking system through credit risk to the country economic shocks. In this regard, the developed method of Wilson (1997) Credit Portfolio View model including macroeconomic variables and default rate has been use...
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