A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study
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Article info
2010-05-19
2011-04-25
2011-04-25
849 - 878
Keywords
Abstract
This study aims at finding the best set of financial ratios that can be used to predict the faltering of banking institutions and the distinction between stumble and un-stumble ones in order to identify the conditions of those institutions earlier, allowing interested parties and regulators to intervene to take appropriate Corrective action on time. The researcher used the method of statistical analysis of linear multi-discriminatory variables (Stepwise Analysis) to find the best set of financial indicators that can be used in building this model so that he can distinguish between the hindered banking institutions and other ones two years ahead of stalemate. Financial ratios have been calculated for a sample of eight banks, half tripped and the other half them is not yet done, and that’s for the period between the years (1997-2007). The following proposed model was reached: Z =326.940A8 +37.810A11- 14.905A1-7.261A22-2.347. Test of the model has been done by using financial ratios derived from the sample data analysis and it was found to be able to predict the distinction between stumbling and non-stumbling banking institutions with an accuracy (75%, 75%, 62.5%) in the first, the third and the fourth year, respectively before faltering.
Shaheen, A., & Mater, J. (2011). A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study. An-Najah University Journal for Research - B (Humanities), 25(4), 849–878. https://doi.org/10.35552/0247-025-004-003
[1]A. Shaheen and J. Mater, “A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study,” An-Najah University Journal for Research - B (Humanities), vol. 25, no. 4, pp. 849–878, Apr. 2011, doi: 10.35552/0247-025-004-003.
Shaheen, Ali, and Jihad Mater. “A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study.” An-Najah University Journal for Research - B (Humanities), vol. 25, no. 4, Apr. 2011, pp. 849–78. Crossref, https://doi.org/10.35552/0247-025-004-003.
1.Shaheen A, Mater J. A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study. An-Najah University Journal for Research - B (Humanities) [Internet]. 2011 Apr;25(4):849–78. Available from: http://dx.doi.org/10.35552/0247-025-004-003
Shaheen, Ali, and Jihad Mater. “A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study.” An-Najah University Journal for Research - B (Humanities) 25, no. 4 (April 2011): 849–78. https://doi.org/10.35552/0247-025-004-003.
(نموذج مقترح للتنبؤ بتعثر المنشآت المصرفية العاملة في فلسطين (دراسة تطبيقية
معلومات المقال
2010-05-19
2011-04-25
2011-04-25
849 - 878
الكلمات الإفتتاحية
الملخص
هدفت الدراسة للتوصل إلى أفضل مجموعة من النسب المالية التي يمكن استخدامها للتنبؤ بتعثر المنشآت المصرفية والتمييز بين المتعثرة وغير المتعثرة منها. بهدف التعرف على أوضاع تلك المنشآت في وقت مبكر مما يسمح للأطراف ذات المصلحة والجهات الرقابية بالتدخل لاتخاذ الإجراءات التصحيحية المناسبة في حينه. وقد تم استخدام الأسلوب الإحصائي المعروف بالتحليل التمييزي الخطي متعدد المتغيرات (Stepwise Analysis) للتوصل إلى أفضل مجموعة من المؤشرات المالية التي يمكن استخدامها في بناء النموذج مما يمكن من التمييز بين المنشآت المتعثرة غير المتعثرة قبل وقوع التعثر بسنتين وتم احتساب النسب المالية لعينة من ثمانية بنوك نصفها متعثر والنصف الأخر غير متعثر، وذلك عن الفترة ما بين السنوات (1997-2007)، وتم التوصل إلى النموذج التالي: Z =326.940A8 +37.810A11- 14.905A1-7.261A22-2.347 هذا وقد جرى اختبار النموذج وتبين انه قادر على التنبؤ بالتعثر والتمييز بين المنشآت المصرفية المتعثرة والمنشآت المصرفية غير المتعثرة بدقة تعادل (75%، 75%، 62.5%)، في السنة الأولى والثالثة والرابعة قبل حدوث التعثر على التوالي.
Shaheen, A., & Mater, J. (2011). A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study. An-Najah University Journal for Research - B (Humanities), 25(4), 849–878. https://doi.org/10.35552/0247-025-004-003
[1]A. Shaheen and J. Mater, “A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study,” An-Najah University Journal for Research - B (Humanities), vol. 25, no. 4, pp. 849–878, Apr. 2011, doi: 10.35552/0247-025-004-003.
Shaheen, Ali, and Jihad Mater. “A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study.” An-Najah University Journal for Research - B (Humanities), vol. 25, no. 4, Apr. 2011, pp. 849–78. Crossref, https://doi.org/10.35552/0247-025-004-003.
1.Shaheen A, Mater J. A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study. An-Najah University Journal for Research - B (Humanities) [Internet]. 2011 Apr;25(4):849–78. Available from: http://dx.doi.org/10.35552/0247-025-004-003
Shaheen, Ali, and Jihad Mater. “A Proposed Model for Predicting Failures of Banking Institutions in Palestine -Empirical Study.” An-Najah University Journal for Research - B (Humanities) 25, no. 4 (April 2011): 849–78. https://doi.org/10.35552/0247-025-004-003.
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