Banking system in Iran in recent years faced an increasing growth in deferred debts; which one of most obvious effects of deferred debts outbreak is creating disruption in the correct and timely circulation money in the system and in fact creating disruption in the vital artery of bank which in case of continuity and largeness of debts, bank faces lack of cash in performing financial liabilities timely. Therefore, decision making towards giving loans and facilities, comprehensive investigation of applicants in order to minimize risk of not to repay is very important. The purpose of this study is studying and determining the relationship between measures of credential risk such as technical and market measures and recovery of Sepah bank's debts.
Each of these measures and their subsets in this study are introduced and the relationship and impact of each measure with/ on Sepah bank's debts in Isfahan district is determined and finally, the probability of recovery or inability to recovery debts prior to giving any loan or other facility to the applicant is determined and investigated. In this sense, credit information and information related to the credit files of Sepah Bank branches in Isfahan during 2006 to 2011 were used which have been selected randomly. The evaluation of hypotheses is performed through Pearson correlation coefficients and audit analysis method. Results show that credit status of borrower manufacturing companies can be investigated based on market and technical measures and customers can be classified from credit risk point of view based on those measures. Also, regarding to achieved models which are significant statistically based on audit analysis and applying described technique, credit risk status of bank's juridical customers can be predicted or analyzed from economic and financial perspective before giving facilities and through which bank's deferred debts can be reduced.
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