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Bank Failure Prediction With Logistic Regression

Year 2013, Volume: 3 Issue: 2, 537 - 543, 01.06.2013

Abstract

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.

Year 2013, Volume: 3 Issue: 2, 537 - 543, 01.06.2013

Abstract

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Details

Other ID JA93ND25SV
Journal Section Research Article
Authors

Taha Zaghdoudi This is me

Publication Date June 1, 2013
Published in Issue Year 2013 Volume: 3 Issue: 2

Cite

APA Zaghdoudi, T. (2013). Bank Failure Prediction With Logistic Regression. International Journal of Economics and Financial Issues, 3(2), 537-543.
AMA Zaghdoudi T. Bank Failure Prediction With Logistic Regression. IJEFI. June 2013;3(2):537-543.
Chicago Zaghdoudi, Taha. “Bank Failure Prediction With Logistic Regression”. International Journal of Economics and Financial Issues 3, no. 2 (June 2013): 537-43.
EndNote Zaghdoudi T (June 1, 2013) Bank Failure Prediction With Logistic Regression. International Journal of Economics and Financial Issues 3 2 537–543.
IEEE T. Zaghdoudi, “Bank Failure Prediction With Logistic Regression”, IJEFI, vol. 3, no. 2, pp. 537–543, 2013.
ISNAD Zaghdoudi, Taha. “Bank Failure Prediction With Logistic Regression”. International Journal of Economics and Financial Issues 3/2 (June 2013), 537-543.
JAMA Zaghdoudi T. Bank Failure Prediction With Logistic Regression. IJEFI. 2013;3:537–543.
MLA Zaghdoudi, Taha. “Bank Failure Prediction With Logistic Regression”. International Journal of Economics and Financial Issues, vol. 3, no. 2, 2013, pp. 537-43.
Vancouver Zaghdoudi T. Bank Failure Prediction With Logistic Regression. IJEFI. 2013;3(2):537-43.