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CAMEL 1388 1394
9
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40 141 .
95 .
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. JEL: G01, G21, E44.
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Biquarterly Journal
of
Iran's Economic Essays
-Vol.15, No.30, Autumn & Winter 2018-2019
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. 1. Caporale & etc. 2. Muhmada & Hashima
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. 1. Aebi 2. Purchase 3 . Stocks 4. Sufian & Shah Habibullah 5 . Corent
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1 . Lower Capital Rates
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1 . Failure 2. Insolvency & Financial Distress 3 . Default 4. Bankruptcy 5 . Altman 6. Higgins
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1. CAMEL 2. Capital Adequacy 3 . Assets qualification 4. Management 5 . Earning 6. Liquidity 7 . Off-balance sheet activities
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BPA BPA CAR AQR MQR
EPR LQR .BSU CRISIS OLEV SIZE GROWTH {
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CAR // / / / AQR / / / / / MQR / / / / / ROA / / / /- /
ROE / / / /- / LQ1 / // / / LQ2 /- /-/ /- / BSU
CRISIS / / OLEV / // / / SIZE / // //
GROWTH / / / /- /
CFO / / / /- /
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ROA ) (ROE ( ) / /
. LQ1 LQ2 / /
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CAR / / AQR/ / MQR / / ROA / / ROE/ / LQ1 / / LQ2 / / BSU/ /
OLEV / / SIZE/ /
GROWTH/ / CFO/ /
. / . / .
1 . Hadri test
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:
CFO GROWTH SIZE OLEV CRISIS /- /- /- /- CRISIS /- /- /- OLEV
/ /- SIZE
/ GROWTH CFO
1 2
. . ./
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/ // / / / / / / / / /
ROA/ / / / ROE / / / /
LI1 / / / / LI2 / / / /
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1. Panel data 2. Pool data
. CAMEL
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t
)CAR( / / / /
)AQR(
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)MQR(
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)ROA( /// / )ROE( / // /
)Liquidity 1(
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.1
1. Financial Distress
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.
23. Aebi, V. Sabato, G. & Schmid, M. (2012), “Risk Management, Corporate
Governance, and Bank Performance in the Financial Crisis”, Journal of Banking
& Finance, 36 (12), pp. 3213-3226.
24. Allen N. Berger, Christa H.S. Bouwman (2013), "How Does Capital affect bak
performance during financial crisis", Journal of Financial Economics 109:
146-76.
25. Altman, E.I., (2006), Corporate Financial Distress and Bankruptcy, John Wiley
& Sons, Inc, Third Edition.
26. Blom, C., schoenherr, T., (2011), “Supply Chain Risk Management in Financial
Crises A Multiple Case Study Approach”, International Journal of Production
Economics, 1(1), 1-12.
27. Caporale GM., Lodh S., Nandy M., (2017), “The Performance of Banks in the
MENA Region During the Global Financial Crisis, Research in International
Business and Finance, 42 (1), 583-590.
28. Corent, M.M., Guo, L., Khaksari, S., Tehranian, H., (2005), The Impact of
Corporate Governance on Performance Differences in Privately-Owned Versus
State-Owned Bank: An International Comparison, Southern Illinois University
at Carbondale.
29. Ebrahimi, S. K., Bahraminasab, A. & Mamashli, R., (2016), “The Effect of
Financial Crisis on Earning Quality”, Journal of The Iranian Accounting and
Auditing Review, 23 (4): 415-434. (in Persian). 30. Higgins, Robert, C., (2007), Analysis for Financial Management, McGraw-Hill
Irwin, New York.
31. Muhmada, S. N., and Hashima H. (2015), “Using the Camel Framework in
Asessing Bank Performance in Malaysia”, International Journal of Economics,
Management and Accounting, 23 (1): 109-127.
32. Muni Sekhar Amba & Fayaz Almukharreq (2013), "Impact of the financial
crisis on profitability of the Islamic banks vs conventional banks evidence from
GCC", International Journal of Financial Research, Vol (4), No(3), P:83-93.
33. Robin, A. & Wu, Q., (2014), “Firm Growth and the Pricing of Discretionary
Accruals”, Working Paper, New York.
/ / /
34. Sufian, F., and Shah Habibullah, M., (2010), “Assessing the Impact of Financial
Crisis on Bank Performance: Empirical Evidence from Indonesia”, ASEAN
Economic Bulletin, 27 (3), pp. 245-262.
35. Uyen Dang, (2011), “The CAMEL Rating System in Banking Supervision, A
Case Study, International Business, Identification number: 10312.
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