Financial Distress & its Determinants in Bank and Insurance Industry

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Date

2019-01

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Publisher

Addis Ababa University

Abstract

The major focus of this study is to investigate empirically the determinants of financial distress in the case of Bank and Insurance Industry as they are corporately governed institution in Ethiopia. Three main Commercial Banks and Ten Insurance Companies were included in the sample that had at least five years annual report. Document review was used on audited data from 2013-2017 annual reports. In line with the focus of the study, its adopted quantitative methods of research approaches to test the study hypothesis. The study applied Altman’s- Z-Score model as proxy for financial distress with its fixed effect estimate to test a series of hypotheses that emerge through the review of existing literature. The collected data analyzed using descriptive statistics, correlation analysis, and regression analysis. To confidently forward conclusion, normality, multicollinearity, heteroscedastcity and autocorrelation tests were conducted on the data. The data was processed using stata 13 statistical packages. The results show that Liqudity (LIq) and Profitability (Prof) have positive and significant influences to Z-Score as a proxy of financial distress. On the other hand, leverage (Lev), Efficiency and inflation (fIR)) has a negative and significant relation with Z-Score. Other variables such as Firm Size (fsize) and Economic Growth have no significant impact on the status of firm’s financial distress in Bank and Insurance Companies found In Ethiopia. In general, the research concludes common distress determinants including macroeconomic factors determine the level of financial distress of Ethiopian Insurance and banks. Finally, both Industries must take remedies and apply early warning systems to predict financial distress before bankruptcy was given as recommendation.

Description

A Thesis Submitted to The Department of Accounting and Finance Presented in Partial Fulfillment of the Requirements for the Degree of Master of Science in Accounting and Finance

Keywords

Altman’s z-score, Bank and Insurance Companies., Corporate Governance

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