مدل ريسك اعتباري و رتبه بندي مشتريان حقوقي بانك كشاورزي

Credit Risk Model and Rating of Legal Consumers in Agricultural Bank of Iran

Because of Lending activity, banks are expose to credit risk. Credit risk is one of the most important risks in banks. Based on Basel committee advices, banks and financial institutions have noticed to credit risk in order to reduce credit risk and cost of increasing nonperforming loans in last years. In fact, credit rating is a way that banks can use it for evaluating, controlling and managing credit risk. During recent years, because of increasing nonperforming loans, credit rating are been noticed by most of banks in Iran. So, in this article, we will design a credit rating model for one of the banks in Iran. For this purpose, at first, the theory of credit risk and credit rating will be discussed. Then, the credit rating models that are used in some foreign countries will be introduced. After that, the appropriate credit rating model for purpose bank will be drived and finally, some suggestions will be introduced.