Narrow search
Showing 1 - 10 of 6,063
Cover Image
Contribution of Macroeconomic Factors to the Prediction of Small Bank Failures
Mare, Davide Salvatore - 2014
economic environment once we assess individual bank stability over time. The results show that bank failure is better captured … of observing joint bank failures particularly in the cooperative banking sector …
Persistent link: https://www.econbiz.de/10013066170
Cover Image
Bank Opacity and Risk-Taking : Evidence from Analysts’ Forecasts
Fosu, Samuel - 2018
investigate the impact of such opacity on bank risk-taking, using a large panel of US bank holding companies, 1995-2013. We … the relationship between opacity and bank risk-taking is accentuated by the degree of banking market competition. Thirdly …, we show that the bank business model moderates the risk-taking incentives of opaque banks, albeit only marginally …
Persistent link: https://www.econbiz.de/10012931019
Cover Image
Predicting US bank failures with internet search volume data
Schaffner, Florian - 2015 - This version: December 2015
This study investigates how well weekly Google search volumes track and predict bank failures in the United States …
Persistent link: https://www.econbiz.de/10011410224
Cover Image
Bank Earnings Forecasts, Risk and the Crisis
Anolli, Mario - 2012
This paper explores the ability of financial analysts to gauge the risk taken by banks and investigates the impact of the recent financial crisis. Using a sample of 36,343 analyst forecasts issued for 411 European banks over 2003-2009 we find that analyst forecasts are influenced by risk, the...
Persistent link: https://www.econbiz.de/10013113856
Cover Image
Measuring bank risk : forward-looking z-score
Hafeez, Bilal; Li, Xiping; Kabir, M. Humayun; Tripe, David - In: International review of financial analysis 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013366210
Cover Image
Predicting US Bank Failures with Internet Search Volume Data
Schaffner, Florian - 2016
This study investigates how well weekly Google search volumes track and predict bank failures in the United States …
Persistent link: https://www.econbiz.de/10013002068
Cover Image
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Allen, Linda - 2012
We derive a measure of aggregate systemic risk, designated CATFIN, that complements bank-specific systemic risk …, European and Asian bank data. Consistent with bank "specialness," the CATFIN of both large and small banks forecasts …
Persistent link: https://www.econbiz.de/10013116044
Cover Image
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Bali, Turan G. - 2015
We derive a measure of aggregate systemic risk, designated CATFIN, that complements bank-specific systemic risk …, European and Asian bank data. Consistent with bank "specialness," the CATFIN of both large and small banks forecasts …
Persistent link: https://www.econbiz.de/10013037278
Cover Image
Forecasting Sovereign Risk in the Euro Area via Machine Learning
Belly, Guillaume; Lukas, Boeckelmann; Caicedo Graciano, … - 2021
We test the usefulness of Machine Learning (ML) for sovereign risk assessment and pricing in the euro area along two important dimensions: i) their predictive accuracy compared to traditional econometrics methods and, ii) their assessment on what are the most important economic factors behind...
Persistent link: https://www.econbiz.de/10013312793
Cover Image
Russia’s Financial Sector : How to Build a Forecast
Vedev, Alexey - 2019
The issue of long-term forecasting for the Russian financial sector has come to the fore after the economy and the financial system have suffered substantial shocks in recent years. It is extremely important for economic agents to understand what the Russian financial system would be on the...
Persistent link: https://www.econbiz.de/10012870589