CAMELS Rating System and Forecasting the Financial Failure in the Turkish Commercial Banking Sector
Murat Çinko and
Emin Avci ()
Journal of BRSA Banking and Financial Markets, 2008, vol. 2, issue 2, 25-48
Banking supervisory agencies around the world have been utilizing CAMELS rating system (or variants) for many years. In this study, financial ratios were used to calculate representative CAMELS ratings and components for 1996 - 2000. The financial ratios, which were used to calculate the CAMELS components, were utilized to predict the transfer of commercial banks in 2001 to the SDIF by the use of discriminant analysis, logistic regression and neural network models. Findings of the study presented that it was not possible to predict the transfer of a bank to SDIF by the use of CAMELS ratios
Keywords: CAMELS; Financial Failure Prediction (search for similar items in EconPapers)
JEL-codes: G17 G21 G33 (search for similar items in EconPapers)
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bdd:journl:v:2:y:2008:i:2:p:25-48
Access Statistics for this article
More articles in Journal of BRSA Banking and Financial Markets from Banking Regulation and Supervision Agency Contact information at EDIRC.
Bibliographic data for series maintained by Kadir OKUMUS ().