Prediction of default probability in banking industry using CAMELS index: A case study of Iranian banks
This study examines the relationship between CAMELS index and default probability among 20 Iranian banks. The proposed study gathers the necessary information from their financial statements over the period 2005-2011. The study uses logistic regression along with Pearson correlation analysis to cons...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2013-04-01
|
| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol3/msl_2013_80.pdf |