PROPOSED STATISTICAL MODEL TO MEASURE THE EFFICIENCY OF FINANCIAL PERFORMANCE OF AN EGYPTIAN ARAB LAND BANK
The research aims to propose a statistical model in order to study and analyze the most important variables that affect the efficiency of financial performance in the Egyptian Arab Land Bank.
The ARCH, GARCH and factor analysis and logistic regression models were used. The results showed that the efficiency of the financial performance of Egyptian Arab Land Bank is influenced by: bad debt ratio, cash/total deposits, net interest income/total assets, investments/total deposits, and the employment (investment) rate of resources.
Egyptian Arab Land Bank, ARCH and GARCH models, factor analysis, logistic regression model.