The effect of the dimension of the CAMELS model on the banking risks
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CAMELS, Early Warning, Banking Risk, Commercial Banks, Banking Valuation.
Abstract
This study aims to investigate the effect of the dimension of the CAMELS model (capital adequacy, assets quality, management performance, return, liquidity, and sensitivity of market risk) on the banking risks of a sample of Libyan banks. To achieve the goals of this study and test its hypotheses, the annual financial reports of the selected banks in the period (2010-2014) were analyzed using the statistical package for social sciences (SPSS) the results of the study revealed that six elements of the CAMELS model have positive and significant impact on total bank risks.
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