Ιδρυματικό Αποθετήριο
Πολυτεχνείο Κρήτης
Πολυτεχνείο Κρήτης
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| URI | http://purl.tuc.gr/dl/dias/A1EDDF29-1371-43FD-8E8B-86393BB6A32E | - |
| Αναγνωριστικό | http://www.inderscience.com/dev/search/index.php?mainAction=search&action=record&rec_id=19311&prevQuery=&ps=10&m=or | - |
| Αναγνωριστικό | https://doi.org/10.1504/IJRAM.2008.019311 | - |
| Γλώσσα | en | - |
| Μέγεθος | 18 pages | en |
| Τίτλος | Predicting US commercial bank failures via a multicriteria approach | en |
| Δημιουργός | Kosmidou, Kyriaki | en |
| Δημιουργός | Zopounidis Konstantinos | en |
| Δημιουργός | Ζοπουνιδης Κωνσταντινος | el |
| Εκδότης | Inderscience | en |
| Περίληψη | This paper examines the problem of bank failure and proceeds to the development of bank failure prediction models based on a multicriteria decision technique, namely UTilites Additives DIScriminantes (UTADIS). A sample data of US banks for the years 1993–2003 is used to develop a model that discriminates between the failed and non-failed banks. Although many studies have been developed examining the problem of bank failure prediction, it is the first time that a multicriteria technique is used in this specific field. The obtained results are quite efficient for the evaluation of bank failure, providing errors of 20% grade for at least four years before the failure. Moreover, the results indicate that the multicriteria approach UTADIS outperforms the traditional multivariate data analysis techniques such as discriminant analysis, supporting the fact that the multicriteria techniques could be used efficiently for the bank failure prediction problem. | en |
| Τύπος | Peer-Reviewed Journal Publication | en |
| Τύπος | Δημοσίευση σε Περιοδικό με Κριτές | el |
| Άδεια Χρήσης | http://creativecommons.org/licenses/by/4.0/ | en |
| Ημερομηνία | 2015-11-06 | - |
| Ημερομηνία Δημοσίευσης | 2008 | - |
| Θεματική Κατηγορία | bank failures | en |
| Θεματική Κατηγορία | multicriteria decision analysis | en |
| Θεματική Κατηγορία | discriminant analysis | en |
| Θεματική Κατηγορία | failure prediction | en |
| Θεματική Κατηγορία | United States | en |
| Θεματική Κατηγορία | commercial banks | en |
| Βιβλιογραφική Αναφορά | K. Kosmidou, and C. Zopounidis, "Predicting US commercial bank failures via a multicriteria approach", Int. J. Risk Assess. Manage., vol. 9, no. 1-2, pp. 26-43, 2008. doi:10.1504/IJRAM.2008.019311 | en |
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