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Keywords

Altman Z score, bank failure, Middle East and North Africa

Disciplines

Architecture | Arts and Humanities | Education | Law

Abstract

This paper investigates whether or not banks in the MENA region are susceptible to failures. Two z score models are investigated in predicting the health of ninety banks across ten countries. Using discriminant and regression analysis, one can determine which ratios are statistically significant in predicting the health of the selected banks and which zone they belong to safe, grey, or distressed zone. The study spans the years 2006 to 2016. The goal of this study is to compare two z scores to assess if banks within MENA are subject to failure. According to the findings of this study, the Z score developed by El Ansary may be a better way for emerging economies to measure the indicators that rigger banks' risk level.

Author ORCID Identifier

Rachel Saad - https://orcid.org/0000-0003-0790-4080

Nehale Mostafa - https://orcid.org/0000-0002-9439-1721

DOI

https://www.doi.org/10.54729/LIXH9449

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