Our concern in this paper is two-fold: first to see whether the determinants of bank distress and failure have been any …-weighted counterparts as predictors, despite the focus on the later in the Basel framework. This paper examines bank distress within a large … predict bank failures and draw inferences about the stability of contributing bank characteristics. Our models incorporate …

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 …

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 …

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 …

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 …

system. In 2004, 83 explicite DISs operated around the world. The Bank Guarantee Fund (Bankowy Fundusz Gwarancyjny – BFG … of active operation the BFG has proved that, along with the National Bank of Poland and the Commission for Banking … introductory part of this paper presents the position of the Bank Guarantee Fund within the Polish financial safety net. Other …

In August 2007 the United Kingdom experienced its first bank run in over 140 years. Although Northern Rock was not a … particularly large bank (it was at the time ranked 7th in terms of assets) it was nevertheless a significant retail bank and a … outside the bank as depositors rushed to withdraw their deposits. There was always a fear that this could spark a systemic run …

This paper investigates the relationship between the two major sources of bank default risk: liquidity risk and credit … these two risk sources on the bank institutional-level and how this relationship influences banks’ probabilities of default … increase the PD, the influence of their interaction depends on the overall level of bank risk and can either aggravate or …

additional information about the value of bank assets relative to equity prices. The issues of the credibility of the proposed …