الفهرس 
CHAPETR ONE: - THEORITICAL FRAMEWORKOnly 14 pages are availabe for public view
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Abstract
The major concern of this study included three main parts. The first part focused on determining
the optimal solutions for credit risk transfer. In other words, how commercial banks layoff their
credit risks to become less risky. The researcher focused on providing a theoretical framework
illustrated how commercial banks can choose among loan sales, credit derivatives or
securitization. The second part focused on testing the effect of the convergence between
commercial banks and insurance companies on banks‘ profitability. We collected data from the
U.S. financial market to provide recommendations for the Egyptian financial market. Our results
showed that convergence between commercial banks and insurers added value in general to
banks. Also, we found that convergence between commercial banks and Multiline insurers and
managed care were the best alternatives. Finally, the third part focused on testing the prediction
accuracy of some statistical models for bankruptcy prediction and we focused on determining the
major reasons that caused banks‘ failure. We concluded that, the prediction accuracy of the
Dynamic Hazard Model outweighs the accuracy of Multivariate Discriminant Analysis andLogistic Regression Analysis.