Identification and classification of problem banks /
By: Llanto, Gilberto M.
Contributor(s): Orbeta, Aniceto C., Jr.
Series: Vol. 19 No. 1 First Sem 1992.Description: p.123-138.Subject(s): Banks | PIDS JPD 1992 | Rural banksOnline resources: Click here to access online In: Journal of Philippine DevelopmentSummary: This paper reports the empirical results of an attempt to develop a statistical classification system for rural banks, using common financial ratios as predictor variables. Specifically, it tests several statistical techniques for classifying problem and non-problem banks and discusses applicable early warning techniques for rural banks. The statistical techniques used are: (1) multiple discriminant analysis and (b) multinomial logit analysis. This paper has four sections: Following this introductory section is a discussion of the statistical models, methodology and data used in this paper. The empirical results are presented in the third section. Conclusions about the usefulness of EWS for banks based on this experiment are contained in section fourThis paper reports the empirical results of an attempt to develop a statistical classification system for rural banks, using common financial ratios as predictor variables. Specifically, it tests several statistical techniques for classifying problem and non-problem banks and discusses applicable early warning techniques for rural banks. The statistical techniques used are: (1) multiple discriminant analysis and (b) multinomial logit analysis. This paper has four sections: Following this introductory section is a discussion of the statistical models, methodology and data used in this paper. The empirical results are presented in the third section. Conclusions about the usefulness of EWS for banks based on this experiment are contained in section four