Towards a model for predicting the failure of corporates borrowers from commercial banks working in chlef: Case of BNA, AGB , Natixis bank

  • Kara Achira Nacereddine
  • Abderezak Abderezak
Keywords: Credit Risk Management, Credit Risk Modeling, Prediction Failure Models, Discriminant Analysis, Financial Ratios.

Abstract

The purpose of this research is to build a model for predicting the failure of borrowing corporations from commercial banks working in Chlef. The data used in this study is 16 financial ratio obtained from the financial statements of the sample of 35 corporates during the period of 2006-2015. The sampling is based on 12 failed companies and 23 non failed companies, by using the Discriminant Analysis model, we have estimated a proposed model for predicting failure consists of 13 variables, this model has made a correct prediction rate amounts to 86,2 %.

Keywords : Credit Risk Management, Credit Risk Modeling, Prediction Failure Models, Discriminant Analysis, Financial Ratios.
Jel Classification : G11, G21, G33, C61

Published
2020-11-23
Section
Articles

Journal Identifiers


eISSN: 1012-0009
print ISSN: 2437-0568