:: year 9, Issue 30 (Winter 2017) ::
JMBR 2017, 9(30): 595-623 Back to browse issues page
Comprehensive Indexing For Evaluating the Credit Risk Management
Ali Saghafi 1, Jamal Damghanian, Ghasem Bavolo, Sajad Sayah, Maryam Davolo
1- member
Abstract:   (2148 Views)

A mature credit risk management (CRM) framework determines to a great extent the strength of a banking system in general and its financial performance in particular. Evaluation of the maturity of a CRM framework however, suffers from a lack of reliable measure and thus it is considered as a challenge at both policy and operational levels. To determine the CRM index in banking sector, as proposed here, the constructs are explained and weighted using cognitive mapping; next, for validating the index, extracted scores are compared with non-performing loans (NPL) ratios of the Iranian banks. Findings analysis indicates that suitable infrastructure, methods; and strategies and policies, are three important components of credit risk management with relative importance scores of 49, 28, and 23 consecutively.
 

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Type of Study: Methodological Article | Subject: Corporate Finance and Governance (G3)
Received: 2017/02/13 | Accepted: 2017/05/31 | Published: 2017/09/24


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year 9, Issue 30 (Winter 2017) Back to browse issues page