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period during which more than 1,300 banks failed. Bank failures are fundamentally important because of the unique role played … during this period. First, commercial real estate was only a factor in the bank failures of 1988-92. Second, construction … loans played a much larger role in bank failures than permanent loans, and the relationship is strongest with construction …
Persistent link: https://www.econbiz.de/10008615013
one-period probit model used by Cole and Gunther (1998). Using data on U.S. bank failures from 1985 – 1992, we find that …, from an econometric perspective, the hazard model is more accurate than the probit model in predicting bank failures, but … data from the 1980s performs surprisingly well in forecasting bank failures during 2009 – 2010. …
Persistent link: https://www.econbiz.de/10008615025
offsite monitoring system based on publicly available accounting data. Their findings suggest that, if a bank has not been … off-site systems derives from both their timeliness—an updated off-site rating is available for every bank in every …
Persistent link: https://www.econbiz.de/10008615036
In this study, we analyze why U.S. commercial banks failed during the recent financial crisis. We find that proxies for commercial real estate investments, as well as traditional proxies for the CAMELS components, do an excellent job in explaining the failures of banks that were closed during...
Persistent link: https://www.econbiz.de/10008615045
Through a consideration of factors which have resulted in a more reduced role for the external auditor in certain jurisdictions – when compared to others, this paper will consider, as well as highlight why an enhanced awareness of the role of the external auditor in such jurisdictions will be...
Persistent link: https://www.econbiz.de/10009647355
The ability to predict bank failure has become much more important since the mortgage foreclosure crisis began in 2007 …, as well as several local or national economic variables to produce a model that is robust enough to forecast bank failure … for the entire commercial bank industry in the United States. This model is able to predict failure (survival) accurately …
Persistent link: https://www.econbiz.de/10009372631
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression … analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model …, deposits and in some cases the ratio of non-performing loans, are the most significant predictors of bank failure in both Japan …
Persistent link: https://www.econbiz.de/10009278271
We model and predict that politicians have incentives to delay bank failure in election years and that this incentive … bank level, we show that bank failure in an election year is four times less likely to occur if the election was among the … most competitive (top quartile). At the state level, bank failure is about 1.8 times less likely to occur in an election …
Persistent link: https://www.econbiz.de/10011110838
Central Bank of Malaysia (Bank Negara Malaysia), Department of Statistics Malaysia and National Property Information Centre … these research addresses the issue specifically to Malaysia. This paper serves the purpose to fill in the gap whereby … (NAPIC) of the Valuation and Property Services Department of Malaysia. The time series techniques namely cointegration …
Persistent link: https://www.econbiz.de/10011258611
the budget policy. In the case of Malaysia, as observed, the budget policy is associated with the long or medium term …. This paper has found that in the case of Malaysia the Member of Parliaments do influence the outlining of the annual budget. …
Persistent link: https://www.econbiz.de/10011259108