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Please use this identifier to cite or link to this item: http://bsuir.bsum.edu.ng:8080/jspui/handle/11409/620

Title: APPLICATION OF CAMELS RATIO TO DETECTING EARLY WARNING SIGNALS OF BANK DISTRESS IN NIGERIA
Authors: FEDOJE, DANIEL
Keywords: CAMELS RATIO,
DETECTING EARLY WARNING
Issue Date: Feb-2018
Publisher: NONE
Abstract: This study investigated the application of Capital, Assets, Management, Earnings, Liquidity and Sensitivity to market risk (CAMELS) ratio to detecting early warning signals of bank distress in Nigeria. Data were gathered from fourteen (14) sampled Deposit Money Banks (DMBs) in Nigeria. Logistic regression model was used to analyze the data through SPSS version 20. Bank distress was used as the dependent variable while capital, asset, management, earnings, liquidity and sensitivity were the independent variables. The study revealed that, capital, management, earnings, liquidity and sensitivity ratios are statistically significant to be used in detecting distress in the Deposit Money Banks in Nigeria. Asset ratio was found not to be statistically significant in detecting distress in the Deposit Money Banks in Nigeria. The study therefore recommended that the Deposit Money Banks in Nigeria should increase the quality of their assets and keep improving their capital, management, earnings, liquidity and sensitivity variables to ascertain the health of their banks from time to time in Nigeria.
URI: http://bsuir.bsum.edu.ng:8080/jspui/handle/11409/620
Appears in Collections:Accounting

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