ريسك اعتباري در صنعت ليزينگ

Credit Risk in the Leasing Industry

In the banking system, providing and allocation of resources through financial facilities such as leases is one of the major goals. Measurement of credit risk is an important factor that affects on management decision making in the banking system. This paper tries to measure credit risk by utilization of Leaseurope (the European Federation of leasing company Associations) model. According to this model we estimate the loss distribution of each section. The 99.9th percentile in each of these distributions is an indicator of credit risk in related section. The findings of this research shows that there is a direct relation between age of the lease contracts and credit risk and there is also significant difference among different economical sections.