مدى فعالية النماذج التنبؤية في التنبؤ بالأزمات المالية في القطاع البنكي السعودي: دراسة تطبيقية جامعة الملك عبد العزيز-جدة-المملكة العربية السعودية

Abstract EN

The study aimed to know the effectiveness of predictive models in predicting financial crises in the Saudi banking sector, and the study relied on the financial analysis of the annual financial statements issued by the Tadawul website and the numbers site on the sample of Islamic banks and Saudi traditional banks during the study period from 2012 to 2019, and it followed the inductive approach and approach.

Descriptive analytical.

The study found the effectiveness of Abd al-Rahman's model in predicting the crisis of declining oil prices in Islamic banks and conventional banks during the period from 2015 to 2016.

Where Abd al-Rahman's model predicts a decrease in the ratio of net profit to total sales and the ratio of current assets to total assets for Islamic and conventional banks, in addition to Abd al- Rahman‟s model predicting an increase in the ratio of sales to cash flow and the ratio of cash flow to assets for Islamic and conventional banks.

The study also found The existence of differences in favor of traditional banks compared to Islamic banks, and that these differences have a positive effect, which contributed to increasing the stability of the Saudi banking sectorBased on the results, the study recommended urging government agencies and bank management to use predictive models as a tool to assess the strength and weakness of the financial position of banks, predict crises before they occur, and pay attention to establishing institutions specialized in financial analysis and also pay more attention to conducting more studies in forecasting using modern statistical methods.