الفهرس | Only 14 pages are availabe for public view |
Abstract The major concern of this study included three main parts. The first part focused on determining the optimal solutions for credit risk transfer. In other words, how commercial banks layoff their credit risks to become less risky. The researcher focused on providing a theoretical framework illustrated how commercial banks can choose among loan sales, credit derivatives or securitization. The second part focused on testing the effect of the convergence between commercial banks and insurance companies on banks‘ profitability. We collected data from the U.S. financial market to provide recommendations for the Egyptian financial market. Our results showed that convergence between commercial banks and insurers added value in general to banks. Also, we found that convergence between commercial banks and Multiline insurers and managed care were the best alternatives. Finally, the third part focused on testing the prediction accuracy of some statistical models for bankruptcy prediction and we focused on determining the major reasons that caused banks‘ failure. We concluded that, the prediction accuracy of the Dynamic Hazard Model outweighs the accuracy of Multivariate Discriminant Analysis andLogistic Regression Analysis. |