Bank Failure Prediction With Logistic Regression
In recent years the economic and financial world is shaken by a wave of financial crisis and resulted in violent bank fairly huge losses. Several authors have focused on the study of the crises in order to develop an early warning model. It is in the same path that our work takes its inspiration. In...
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| Format: | Article |
| Language: | English |
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EconJournals
2013-06-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31957/351929?publisher=http-www-cag-edu-tr-ilhan-ozturk |
| _version_ | 1797911128880185344 |
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| author | Taha Zaghdoudi |
| author_facet | Taha Zaghdoudi |
| author_sort | Taha Zaghdoudi |
| collection | DOAJ |
| description | In recent years the economic and financial world is shaken by a wave of financial crisis and resulted in violent bank fairly huge losses. Several authors have focused on the study of the crises in order to develop an early warning model. It is in the same path that our work takes its inspiration. Indeed, we have tried to develop a predictive model of Tunisian bank failures with the contribution of the binary logistic regression method. The specificity of our prediction model is that it takes into account microeconomic indicators of bank failures. The results obtained using our provisional model show that a bank's ability to repay its debt, the coefficient of banking operations, bank profitability per employee and leverage financial ratio has a negative impact on the probability of failure. |
| first_indexed | 2024-04-10T11:35:33Z |
| format | Article |
| id | doaj.art-893bb8d8dec44211aa4b33c33749b834 |
| institution | Directory Open Access Journal |
| issn | 2146-4138 |
| language | English |
| last_indexed | 2024-04-10T11:35:33Z |
| publishDate | 2013-06-01 |
| publisher | EconJournals |
| record_format | Article |
| series | International Journal of Economics and Financial Issues |
| spelling | doaj.art-893bb8d8dec44211aa4b33c33749b8342023-02-15T16:17:53ZengEconJournalsInternational Journal of Economics and Financial Issues2146-41382013-06-01325375431032Bank Failure Prediction With Logistic RegressionTaha ZaghdoudiIn recent years the economic and financial world is shaken by a wave of financial crisis and resulted in violent bank fairly huge losses. Several authors have focused on the study of the crises in order to develop an early warning model. It is in the same path that our work takes its inspiration. Indeed, we have tried to develop a predictive model of Tunisian bank failures with the contribution of the binary logistic regression method. The specificity of our prediction model is that it takes into account microeconomic indicators of bank failures. The results obtained using our provisional model show that a bank's ability to repay its debt, the coefficient of banking operations, bank profitability per employee and leverage financial ratio has a negative impact on the probability of failure.https://dergipark.org.tr/tr/pub/ijefi/issue/31957/351929?publisher=http-www-cag-edu-tr-ilhan-ozturkbank failures logit model |
| spellingShingle | Taha Zaghdoudi Bank Failure Prediction With Logistic Regression International Journal of Economics and Financial Issues bank failures logit model |
| title | Bank Failure Prediction With Logistic Regression |
| title_full | Bank Failure Prediction With Logistic Regression |
| title_fullStr | Bank Failure Prediction With Logistic Regression |
| title_full_unstemmed | Bank Failure Prediction With Logistic Regression |
| title_short | Bank Failure Prediction With Logistic Regression |
| title_sort | bank failure prediction with logistic regression |
| topic | bank failures logit model |
| url | https://dergipark.org.tr/tr/pub/ijefi/issue/31957/351929?publisher=http-www-cag-edu-tr-ilhan-ozturk |
| work_keys_str_mv | AT tahazaghdoudi bankfailurepredictionwithlogisticregression |