Modeling of Banks ‌Bankruptcy in Iran (Multivariate Statistical Analysis)

Azam Ahmadian and Gorji Mahsa
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Azam Ahmadian: Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran

Journal of Money and Economy, 2015, vol. 10, issue 2, 1-24

Abstract: In this paper we construct a modeling for detection of banks which are experiencing serious problems. Sample and variable set of the study contains 30 banks of Iran during 2006-2014 and their financial ratios. Well known multivariate statistical technique (principal component analysis) was used to explore the basic ï¬ nancial characteristics of

Keywords: Bank failure; Principal component analysis; Logit; Probit (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmonec:v:10:y:2015:i:2:p:1-24

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