Modelling Bank's Risk and Performance Oriented Financial Strength Using Accounting Information
Subject Areas :
محمود
انصار
1
(گروه مدیریت مالی، واحد علوم و تحقیقات، دانشگاه آزاد اسلامی، تهران، ایران.)
محمد
خدایی وله زاقرد
2
(گروه مدیریت مالی، واحد تهران شمال، دانشگاه آزاد اسلامی، تهران، ایران.)
مهدی
تقوی
3
(گروه مدیریت مالی، واحد علوم و تحقیقات، دانشگاه آزاد اسلامی، تهران، ایران.)
زهرا
امیرحسینی
4
(گروه مدیریت مالی؛ دانشکده علوم انسانی, واحدشهرقدس؛ دانشگاه آزاد اسلامی؛ تهران ؛ ایران)
Keywords: TOPSIS, Bank Financial Strength, CAMELS, Simulated Weights,
Abstract :
Bank's financial strength become a major concept on banking literature during the past few years and CAMELS is a common approach to measure it. Financial strength not only helps banks to meet legal obligations but also increases their stability in banking crises. We improve a developed model using CAMELS approach and combine it with Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) with Simulated Weights to release its limitation and measure financial strength of 24 Iranian banks. As a result this paper prepares a proposed method to monitor and increase bank's financial strength.
یادداشت
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