A note on the distribution types of financial ratios in the commercial banking industry
Abstract
Bedingfield, Reckers and Stagliano (1985) have shown that financial ratios in the commercial banking industry are not generally normally distributed. This paper uses separate systems proposed by Karl Pearson [see Elderton and Johnson (1969) and Johnson (1949)] to determine the distributional forms for eleven financial ratios for each year 1976-1983. Some potential applications to regulatory surveillance in commercial banking are discussed. © 1989.
Publication Title
Journal of Banking and Finance
Recommended Citation
Kolari, J., McInish, T., & Saniga, E. (1989). A note on the distribution types of financial ratios in the commercial banking industry. Journal of Banking and Finance, 13 (3), 463-471. https://doi.org/10.1016/0378-4266(89)90053-8
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