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We develop a model of neural networks to study the bankruptcy of U.S. banks. We provide a new model to predict bank defaults some time before the bankruptcy occurs, taking into account the specific features of the current financial crisis. Based on data from the Federal Deposit Insurance...
Persistent link: https://www.econbiz.de/10013135648
Monitoring and assessing systemic risk in financial markets is of great importance but it often requires data that are unavailable or available at a very low frequency. For this reason, systemic risk assessment with partial information is potentially very useful for regulators and other...
Persistent link: https://www.econbiz.de/10012937089
Liquidity stress constitutes an ongoing threat to financial stability in the banking sector. A bank that manages its liquidity inadequately might find itself unable to meet its payment obligations. These liquidity issues, in turn, can negatively impact the liquidity position of many other banks...
Persistent link: https://www.econbiz.de/10012867626
A financial market can be expressed in a network structure where the stocks resides as nodes and the links account for returns correlation. Centrality measure in the financial network structure captures firms' embeddedness and connectivity in the capital market structure. This paper investigates...
Persistent link: https://www.econbiz.de/10013021792
The research focuses on the financial turmoil, pursuing different methods to foretell such turmoil. Besides, the methods are undertaken from (McCulloch and Pitts 1943) and ended till (Hosaka 2019). The evidence from such a comprehensive analysis pointed to the use of various ratios using...
Persistent link: https://www.econbiz.de/10012832626
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The use of financial technologies (FinTech) by financial market participants fostered a discussion among public authorities on the use technologies for regulatory (RegTech) and supervisory (SupTech) purposes. This paper defines the concept and the scope of application of “resolution...
Persistent link: https://www.econbiz.de/10012834394
This study is focused on (re)searching an answer to the question: * WHY DOES NOT THE RATIO POVERTY/WELFARE WORK as a dynamically pro-market reform indicator, into the contemporary MARKET and ECONOMY? A two stage answering-approach (as below # and ## paragraphs show) is proposed: # If (a) [simple...
Persistent link: https://www.econbiz.de/10013291674
The humankind wisdom is supposed to be a related and open-deeper turning point. An equivalent type of statement may be referred to generosity, creativity, solidarity. Homo Sapiens, as a species, is distinguished clearly from other species by their socio-cultural nature, drawing on a deep inner...
Persistent link: https://www.econbiz.de/10014160931
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