Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies
Year of publication: |
July 2010
|
---|---|
Authors: | Harada, Kimie |
Other Persons: | Takahashi, Shuhei (contributor) ; Ito, Takatoshi (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Prognoseverfahren | Forecasting model | Bankinsolvenz | Bank failure |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w16182 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w16182 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The expected rate of credit losses on banks' loan portfolios
Harris, Trevor S., (2018)
-
Predicting bank failures : the leverage versus the risk-weighted capital ratio
Yang, Xi, (2016)
-
How accurately can z-score predict bank failure?
Chiaramonte, Laura, (2016)
- More ...
-
Is the distance to default a good measure in predicting bank failures? : case studies
Harada, Kimie, (2010)
-
Harada, Kimie, (2013)
-
Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies
Harada, Kimie, (2010)
- More ...