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Journals / BDDK Bankacılık ve Finansal Piyasalar Dergisi / 2008 / Cilt: 2 - Sayı: 2

CAMELS Rating System and Forecasting the Financial Failure in the Turkish Commercial Banking Sector

CAMELS Dereceleme Sistemi ve Türk Ticari Bankacılık Sektöründe Başarısızlık Tahmini

MURAT ÇİNKO
EMİN AVCI
Pages
25–48
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

Findings of the study presented that it was not possible to predict the transfer of a bank to SDIF by the use of CAMELS ratios.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:Banking supervisory agencies around the world have been utilizing CAMELS rating system (or variants) for many years.
📊
Key Findings & Data:In this study, financial ratios were used to calculate representative CAMELS ratings and components for 1996 - 2000.
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Conclusion & Impact:Findings of the study presented that it was not possible to predict the transfer of a bank to SDIF by the use of CAMELS ratios.
🔬Design:Modeling & Simulation
📍Scope:2000 Verileri
⚙️Variables:Domain Parameters

Abstract

Banking supervisory agencies around the world have been utilizing CAMELS rating system (or variants) for many years. In this study, financial ratios were used to calculate representative CAMELS ratings and components for 1996 - 2000. The financial ratios, which were used to calculate the CAMELS components, were utilized to predict the transfer of commercial banks in 2001 to the SDIF by the use of discriminant analysis, logistic regression and neural network models. Findings of the study presented that it was not possible to predict the transfer of a bank to SDIF by the use of CAMELS ratios.

Özet

CAMELS dereceleme sistemi (veya benzerleri) çeşitli ülkelerin bankacılık denetim otoriteleri tarafından yıllardır kullanılmaktadır. Bu çalışmada, mali oranlar kullanılarak temsili CAMELS dereceleri ve bileşenleri 1996-2000 yılları için hesaplanmıştır. CAMELS bileşenlerini oluşturan mali oranlar yardımıyla, 2001 yılında TMSF’ye devredilen bankalar diskriminant analizi, lojistik regresyon ve yapay sinir ağları modelleri kullanılarak tahmin edilmeye çalışılmıştır. Bulgular, bir bankanın TMSF’ye devrinin temsili CAMELS oranları kullanılarak tahmin edilebilmesinin mümkün olmadığını göstermiştir.

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Cite This Article

ÇİNKO, M., AVCI, E. (2008). CAMELS Rating System and Forecasting the Financial Failure in the Turkish Commercial Banking Sector. BDDK Bankacılık ve Finansal Piyasalar Dergisi, Cilt: 2 - Sayı: 2, 25–48. https://ajindex.com/articles/148560

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