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Register a new userA Comparative Studyof Financial Failure Forcasting Models
دراسة مقارنة لنماذج التنبؤ بالفشل المالي
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يهدف هذا البحث من خلال استخدام نماذج التنبؤ بالفشل المالي إلى التعرف على الاحتمال المستقبلي للفشل المالي للشركة المدروسة، و إن هذه النماذج تبنى أساساً على مجموعة من النسب المالية التي تشكل بمجموعها مؤشراً يمكن الاسترشاد به لتقييم احتمالات التعثر المستقبلية. تكمن مشكلة البحث في عدم وجود نموذج معتمد للتنبؤ بالفشل المالي في سورية، و ذلك على الرغم من وفرة النماذج المتوفرة، و يهدف البحث إلى التعريف بمفهوم الفشل المالي و أهميته، و عرض موجز لأهم نماذج التنبؤ بالفشل المالي، و من ثم إجراء مقارنة فيما بينها، وصولاً إلى تحديد أكثر النماذج دقةً في التنبؤ بالفشل المالي بما يناسب بيئة الأعمال المالية و المصرفية السورية.
This research aims through using of the Financial failure prediction models to recognize the future possibility of financial failure of the studied company, these models are primarily based on a set of financial ratios that make up the indicator can be guided to evaluate the future possibility of financial failure. Research problem is in the absence of a certified model of financial failure prediction in Syriain spite of the abundance of available models. The research aims to introduce the concept and importance of financial failure, and to display a summary of the most important financial failure prediction models, and then make a comparison between them to determine the most accurate models to predict financial failure to Suit the Syrian financial and banking business environments.
References used
Beaver, W. Financial Ratio as Predictors of Failure, Empirical Research in Accounting: Selected Studies 1966, Journal of Accounting Research, Nol. 4 1967, pp 71- 111
Al Bzour, Ahmad. Predicting Corporate Bankruptcy of Jordanian Listed Companies: Using Altman and Kida Models, International Journal of Business and Management, Vol. 6, No. 3, March 2011, p 208
Al Bzour, Ahmad. Predicting Corporate Bankruptcy of Jordanian Listed Companies: Using Altman and Kida Models, International Journal of Business and Management, Vol. 6, No. 3, March 2011, p 209
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This research aims to test the reliability of the financial failure
prediction models most commonly used in determining the financial position of the insurance companies listed on the Damascus Securities Exchange (DSE).
To achieve the objectives of
the research has been applied models of both Altman, Sherrod and Kida insurance companies listed on the DSE, where the study included the entire research community,
consisting of six insurance companies Were subjected to the results obtained through the application of the three models to the data to insurance companies studied non parametric tests in order to ascertain whether the discrepancy results of these models are essential or not.
The results of the application of models (Sherrod, Altman and Kida)
on data insurance companies studied showed a clear contrast
between a typical Altman and Sherrod on the one hand and Kida
model on the other hand, the nonparametric statistical tests showed that the differences between the three models is significant variation spirits. The research concluded that it cannot rely on these models to determine the financial position of insurance companies studied.
The use of the creditworthiness models is one of the used methods in the evaluation of bank loans and facilities clients in commercial banks,The main objective of creditworthiness study is to identify the future potential of the customer to repay the
Granted credit and interest, many creditworthiness models had been provided, These models have been in a constant development of the variables included, And it has sought a researcher to study the most important of these models and compare them to gain access to the most comprehensive model, which can be used in the study of the customer's creditworthiness as a tool to avoid future risks at public and private banks in syria.
Research problem stems from the fact that the granting of credit without study the creditworthiness of clients leads to face risks of future defaults in credit repayment, This requires knowledge of all factors of the creditworthiness to reduce the risks resulting from the granting of credit, both of which related to the bank or the client or other variables beyond the control of the parties.
The research aims to identify the concept of creditworthiness and its Justification, and display the most important models, and a comparison between models and identify similarities and differences among them, it has been relying on the historical and descriptive and analytical approaches in the presentation of the creditworthiness of models, in addition to the inductive approach in order to access to the most comprehensive variables creditworthiness to be recommended to follow it during the credit decision making model.
The researcher reached a set of results most important is the need to provide a model creditworthiness fits with the application environment, and that the form is familiar with financial and personal factors for the client borrower, and the more creditworthy models briefing these factors is the 18C's model, Accordingly, the researcher recommended the adoption of this model to study the creditworthiness of loan clients in the public and private banks operating in Syria.
This study aims to evaluate and compare the financial performance of the Jordanian
Islamic and conventional banks using the five financial indicators of the "CAMEL"
method represented by: Capital Adequacy index, Asset Quality index, Management
Qua
lity index, Profitability index, and the Liquidity index. This comparison will detect
which of the two banks Islamic or Conventional achieves a better performance than the
other. In order to study the reflection of financial performance on customers at the level of
public trust, and to achieve these purposes, we select a total of thirteen Jordanian
Conventional banks and two Islamic banks as a sample for this study during the period of
(2006-2012). We employ a test “t-test” to study the significance of the differences between
the averages of financial ratios and the use of multiple linear regression analysis to show
the impact of financial performance indicators individually and collectively on the level of
public trust. The result of this study clearly shows that Conventional banking achieves a
better financial performance than Islamic banking, although the level of public trust of
customers in Islamic banking stems mainly from its achieved financial performance,
contrary to what has been obtained during this study for Conventional banking.
The study aims at comparing ARIMA models and the exponential
smoothing method in forecasting. This study also highlights the special
and basic concepts of ARIMA model and the exponential smoothing
method.
The comparison focuses on the ability
of both methods to forecast
the time series with a narrow range of one point to another and the time
series with a long range of one point to another, and also on the different
lengths of the forecasting periods. Currency exchange rates of Shekel to
American dollar were used to make this comparison in the period
between 25/1/2010 to 22/10/2016. In addition, weekly gold prices were
considered in the period between 10/1/2010 to 23/10/2016. RMSE
standard was used in order to compare between both methods. In this
study, the researcher came up with the conclusion that ARIMA models
give a better forecasting for the time series with a long range of one point
to another and for long term forecasting, but cannot produce a better
forecasting for time series with a narrow range of one point to another as
in currency exchange prices.
On the contrary, exponential smoothing method can give better
forecasting for Exchange Rates that has a narrow range of one point to
another for its time series, while it cannot give better forecasting for long
term forecasting periods
In this tutorial, we will show where we are and where we will be to those researchers interested in this topic. We divide this tutorial into three parts, including coarse-grained financial opinion mining, fine-grained financial opinion mining, and po
ssible research directions. This tutorial starts by introducing the components in a financial opinion proposed in our research agenda and summarizes their related studies. We also highlight the task of mining customers' opinions toward financial services in the FinTech industry, and compare them with usual opinions. Several potential research questions will be addressed. We hope the audiences of this tutorial will gain an overview of financial opinion mining and figure out their research directions.
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