التنبؤ بمراحل تأثير الأزمة المالية على المصارف باستخدام الانحدار اللوجستي : دراسة تحليلية : بالتطبيق على قطاع المصارف في دول مجلس التعاون الخليجي

Abstract EN

The objective of this study is to acquire three models which can be used to predict the impact of financial crisis on the banks sector of the Gulf Cooperation Council (GCC).

The early prediction of the impact of financial crisis on the banks performance gives an indications to the concerned parties to intervene and take corrective action.

In order to achieve the objectives of this research, eleven financial ratios were calculated for a sample of 41 banks through annual quarter financial statement during the period 2006- 2014.

The static method known as the logistic regression to build three models, each model represents each stage of the global financial crisis.

The accuracy of the prediction in the first stage of the global financial crisis is 80.6% and the model contained three financial ratio: the total equity to total assets, operating income to operating expenditure and total loans to total deposits.

In addition, the accuracy of the prediction in the second stage of the global financial crisis is 79.3% .This model contained three financial ratio: total loans to total deposits, operating income to operating expenditure and net income to total equity.

While the accuracy of the prediction in the third stage of the global financial crisis is 82%.

The model contained five financial ratio: the Operating income to total assets ratio, total equity to total assets, total loans to total deposits, Cash+securities to total assets and Operating expenditure to total assets.