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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.
Artificial intelligence review:
Research summary
تهدف هذه الدراسة إلى استخدام نماذج التنبؤ بالفشل المالي لتحديد الاحتمالات المستقبلية للفشل المالي للشركات في سوريا. تعتمد هذه النماذج على مجموعة من النسب المالية التي تشكل مؤشراً لتقييم احتمالات التعثر. تواجه سوريا مشكلة عدم وجود نموذج معتمد للتنبؤ بالفشل المالي على الرغم من توفر العديد من النماذج العالمية. تهدف الدراسة إلى تقديم مفهوم الفشل المالي وأهميته، وعرض موجز لأهم نماذج التنبؤ بالفشل المالي، وإجراء مقارنة بينها لتحديد النموذج الأكثر دقة وملاءمة للبيئة السورية. توصل الباحثان إلى أن نموذج Shirata 2002 هو الأكثر ملاءمة بسبب حجم العينة الكبير التي اختبر عليها النموذج. توصي الدراسة باعتماد نموذج Shirata 2002 في سوريا، مع التأكيد على ضرورة تطوير نموذج محلي يعتمد على النماذج السابقة مثل نموذج Altman 1968 ونموذج Shirata 2002.
Critical review
تعد الدراسة خطوة مهمة نحو تحسين القدرة على التنبؤ بالفشل المالي في سوريا، ولكن هناك بعض النقاط التي تحتاج إلى مزيد من الاهتمام. أولاً، على الرغم من أن نموذج Shirata 2002 أثبت فعاليته، إلا أن البيئة الاقتصادية في سوريا قد تختلف بشكل كبير عن اليابان، مما قد يؤثر على دقة التنبؤ. ثانياً، الدراسة تركز بشكل كبير على النماذج الكمية وتغفل الجوانب النوعية التي قد تكون مؤثرة في البيئة السورية. ثالثاً، كان من الأفضل إجراء دراسة تجريبية على عينة من الشركات السورية لاختبار فعالية النموذج المقترح قبل التوصية بتطبيقه بشكل واسع.
Questions related to the research
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ما هو الهدف الرئيسي من الدراسة؟
الهدف الرئيسي هو استخدام نماذج التنبؤ بالفشل المالي لتحديد الاحتمالات المستقبلية للفشل المالي للشركات في سوريا وتحديد النموذج الأكثر دقة وملاءمة للبيئة السورية.
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ما هي المشكلة التي تواجهها سوريا في مجال التنبؤ بالفشل المالي؟
المشكلة تكمن في عدم وجود نموذج معتمد للتنبؤ بالفشل المالي على الرغم من توفر العديد من النماذج العالمية.
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ما هو النموذج الذي توصي الدراسة باعتماده في سوريا؟
توصي الدراسة باعتماد نموذج Shirata 2002 للتنبؤ بالفشل المالي في سوريا.
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ما هي التوصيات الأخرى التي تقدمها الدراسة؟
توصي الدراسة بضرورة تطوير نموذج محلي للتنبؤ بالفشل المالي واختباره على عينة من الشركات السورية، مع الاستفادة من النماذج السابقة مثل نموذج Altman 1968 ونموذج Shirata 2002.
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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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.
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