برآورد احتمال نکول تسهیلات پرداختی بانک با استفاده از رگرسیون لاجیت

Existence of risk in banking operations could threaten profitability of banks. Observed crises in banking system mainly were because of inefficiency rolling in credit risk management. The most important instrument that banks need to adopt for monitoring and management of credit risk is customer’s ranking system. In this way the main objective of the present research is to estimate a Logit model as the most frequent used model for customer’s ranking. In order to applying the model, first the necessary data have been collected on the basis of credit customers of Parsian bank. Then in the next step, using the past and present data for example job stability, collateral, income and few other customer’s specifications, we run the model and the results have been extracted. The Results of the estimation founded that the probability of refunding failure of the credits paid to the customer has positive relationship with variables like collateral received from, the monthly income of, Place of living status (being owner or living in rental house), Age, Status of job stability and educational status of the applicant receiving bank credit facilities. On the other hand it is negatively related to the amount paid to the customer and repayment duration granted to the applicant.