مؤشرات الإنذار المبكر للتنبؤ بالأزمات المالية في البنوك السعودية

Abstract EN

This study aims to identify how much the consolidated models of financial analysis being used to predict the financial crises early in banks.

the study chose (5) banks working in KSA.

the statements of financial analysis were collected from the consolidated financial statements disclosed by banks.

in addition, a set of indicators, including economic indicators (such as gdp) and financial indicators (such as capital adequacy, asset quality, liquidity, average profits and competitiveness), were used.

the study reached a standard model to measure the contribution of the key indicators in order to identify the effectiveness of early warning system in KSA.

the general form of régression model : f = 0.226m2 + 0.145m3 + 0.308m4 + 0.156m6 + 0.120m6 + 0.014m8 + 0.270m9 in addition, the logistic model was developed to assess the effect of economic changes in predicting the financial crises in banks before occurring, to be a criterion to the early warning system in KSA.

the model was developed based on statements from the five banks included in the study, and the general form of general model for banks has been developed.

the general form of model : z = 0.2 x1 + 0.2 x2 + 0.204 x3 + 0.196 x4 + 0.194 x5 thus, z = the level of financial crisis occurring, x1 = capital adequacy index.

x2 = asset quality index, x3 = liquidity index, x4 = average profits and competitiveness, x5 = change index of GDP in KSA.

we can use this equation to assess the level of financial crisis occurring at any of the banks included in the study.