Pregled bibliografske jedinice broj: 634739
Discriminant Analysis of Bank Profitability Levels
Discriminant Analysis of Bank Profitability Levels // Croatian operational research review, 4 (2013), 153-163 (međunarodna recenzija, članak, znanstveni)
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Naslov
Discriminant Analysis of Bank Profitability Levels
Autori
Rozga, Ante ; Kundid, Ana
Izvornik
Croatian operational research review (1848-0225) 4
(2013);
153-163
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Discriminant analysis; Bank profitability; Croatia
Sažetak
Discriminant analysis has been employed in this paper in order to identify and explain key features of bank profitability levels. Bank profitability is set up in the form of two categorical variables: profit or loss recorded and above or below average return on equity. Predictor variables are selected from various groups of financial indicators usually included in the empirical work on microeconomic determinants of bank profitability. The data from the Croatian banking sector is analyzed using the Enter method. General recommendations for a more profitable business of banking found in the bank management literature and existing empirical framework such as rationalization of overhead costs, asset growth, increase of non-interest income by expanding scale and scope of financial products proved to be important for classification of banks in different profitability levels. A higher market share may bring additional advantages. Classification results, canonical correlation and Wilks’ Lambda test confirm statistical significance of research results. Altogether, discriminant analysis turns out to be a suitable statistical method for solving presented research problem and moving forward from the bankruptcy, credit rating or default issues in finance.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
POVEZANOST RADA
Projekti:
055-0000000-0861 - Financijska politika i financijsko-ekonomski okvir podrške SME (Vidučić, Ljiljana, MZOS ) ( CroRIS)
Ustanove:
Ekonomski fakultet, Split
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Emerging Sources Citation Index (ESCI)
- EconLit
Uključenost u ostale bibliografske baze podataka::
- EconLit
- INSPEC
- Current Mathematical Publications
- Mathematical Reviews and MathSciNet
- Zentralblatt fuer Mathematik/Mathematics Abstracts
- MATH on STN International and CompactMath
- Current Index to Statistics
- ProQuest
- EBSCO
- Hrcak