Ranking and Rating Lebanese Banks- A Multi criteria Approach using PROMETHEE

سال انتشار: 1396
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 445

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شناسه ملی سند علمی:

AAMC12_087

تاریخ نمایه سازی: 22 دی 1396

چکیده مقاله:

This study aims at ranking and rating top ten Lebanese commercial banks from 2008 to 2012, using a multi-criteria approach, mainly PROMETHEE. Ten variables are employed covering CAMELS framework (capital adequacy, asset quality, management, earning, and sensitivity to market risk). Furthermore, banks are divided into large and smallbanks and listed and unlisted banks. The main findings of this study prove that banks’ score and ranking based on multi-criteria approach using PROMETHEE methodology are not constant over the years. Furthermore, listed bankshave higher score than unlisted banks due to better cost control, more liquidity, higher profitability as measured byROA, and better asset quality as measured by a lower loan loss reserve, while size has no impact on bank’s score. Finally, the results show that the capital intelligence financial strength rating, currently in use in Lebanon, is not appropriate to rate Lebanese commercial banks

نویسندگان

El Khoury rim

Faculty of Business Administration and Economics, Notre Dame University, Lebanon

Chantal Ghasb Salem

Faculty of Business Administration and Economics, Notre Dame University, Lebanon