In this paper, We attempt to measure the risk influencing factors. Population study in clouding Iranian banks active in the stock Exchange during the period of July 2009 to September 2010. Five banks were selected as non-random samples.
Probability of default as the dependent variable was measured by the K. M. V.- Merton model. Relationship between default probability and the 13 independent variables were examined. Coefficients of six equations stressing if cant among the thirteen estimated equations. Six equations with random effects have been fitted and effects of the others are not significant. Finally, 13 variables through factor analysis were classified into three "financial", "credit" and "efficiency management" factors and the model design is based on these three factors.
khodaei valahzaghard,M and ghalami bavil olyaei,S . (2013). Key Factors Influencing Default Risk of Iranian Private Banks in Tehran Stock Exchange. Quarterly Journal of Securities Exchange, 6(21), 93-113.
MLA
khodaei valahzaghard,M , and ghalami bavil olyaei,S . "Key Factors Influencing Default Risk of Iranian Private Banks in Tehran Stock Exchange", Quarterly Journal of Securities Exchange, 6, 21, 2013, 93-113.
HARVARD
khodaei valahzaghard M, ghalami bavil olyaei S. (2013). 'Key Factors Influencing Default Risk of Iranian Private Banks in Tehran Stock Exchange', Quarterly Journal of Securities Exchange, 6(21), pp. 93-113.
CHICAGO
M khodaei valahzaghard and S ghalami bavil olyaei, "Key Factors Influencing Default Risk of Iranian Private Banks in Tehran Stock Exchange," Quarterly Journal of Securities Exchange, 6 21 (2013): 93-113,
VANCOUVER
khodaei valahzaghard M, ghalami bavil olyaei S. Key Factors Influencing Default Risk of Iranian Private Banks in Tehran Stock Exchange. Quarterly Journal of Securities Exchange. 2013;6(21):93-113 (In Persian).
