عنوان مقاله [English]
Nowadays, banks in the country are faced with serious problems in terms of their assets. One of the factors that led to this situation is the poor quality of banks' assets, which can be attributed to the lack of a rating system and an improper assessment of credit risk. This study predicts the probability of default during a specific time using the Cox regression model as well as the survival model of spline-based logistic regression. For modeling of credit risk, using these two methods, 10 variables related to 2861 customers of an Iranian bank were used. We compared two models using ROC method, the Cox regression model with AUC = 0.799 was more efficient than the spline-based logistic regression model with AUC = 0.746.