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. …

Die Finanzkrise hat gezeigt, dass das Eigenkapital vieler Banken zu gering war. Ulrich van Suntum und Cordelius Ilgmann … vor der Finanzkrise, aber dennoch könne von Entwarnung keine Rede sein, denn die vor der Finanzkrise üblichen … Eigenkapitalquoten hätten sich als deutlich zu gering erwiesen, um systemische Zusammenbrüche zu verhindern. Das deutsche Bad-Bank …

, crisis management, and bank resolution. Although Sweden crisis management fared well during the global financial crisis, its …

many open economies, each with a banking system and a central bank operating under a pegged exchange rate regime. The … fragility of the banking system and the limited ability of a domestic central bank to provide international liquidity together …

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies … the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and …-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross …

measures of bank fragility on the likelihood of bank failure during the late 2000s financial crisis. Design … the bank-level characteristics while controlling for the economic and regulatory environment. Findings – The empirical … results indicate that established institutions were more likely to fail, dependent upon whether a bank received bailout funds …