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Investigating the early signals of banking vulnerability in Central and East European emerging markets
Männasoo, Kadri - In: XIII Majanduspoliitika Teaduskonverents : XIII teadus- …, (pp. 56-64). 2005
Persistent link: https://www.econbiz.de/10003285206
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Investigating the early signals of banking sector vulnerabilities in Central and Eastern European emerging markets
Männasoo, Kadri (contributor); Mayes, David G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003132385
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Banking crises in emerging economies: can credit variables work as early warnings?
Jašová, Martina - 2015
This paper explores the role of private credit variables as early warning indicators (EWIs) of banking crises in context of emerging economies. The performance is evaluated by using receiver operating characteristics (ROC) curve and area under the curve (AUC) on long series on credit to the...
Persistent link: https://www.econbiz.de/10011384452
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Credit-based early warning indicators of banking crises in emerging markets
Geršl, Adam; Jašová, Martina - In: Economic systems 42 (2018) 1, pp. 18-31
Persistent link: https://www.econbiz.de/10012126041
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Early Warning Indicators for the German Banking System : A Macroprudential Analysis
Jahn, Nadya - 2016
Over the past two decades, Germany experienced several periods of banking system instability rather than full-blown banking system crises. In this paper we introduce a continuous and forward-looking stability indicator for the banking system based on information on all financial institutions in...
Persistent link: https://www.econbiz.de/10012988812
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Macro stress testing as a leading indicator of banking sector vulnerabilities
Kalfaoglou, Faidon - In: New trends in bank efficiency, (pp. 17-43). 2013
Persistent link: https://www.econbiz.de/10009777329
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Investigating the early signals of banking sector vulnerabilities in Central and Eastern European emerging markets
Männasoo, Kadri; Mayes, David G. - 2005
Persistent link: https://www.econbiz.de/10003091434
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Financial crises, bank efficiency and survival : theory, literature and emerging market evidence
Isik, Ihsan; Uygur, Ozge - In: International review of economics & finance : IREF 76 (2021), pp. 952-987
Persistent link: https://www.econbiz.de/10013176773
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An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
Jobert, Arnaud - 2004
We measure bank vulnerability in emerging markets using the distance-to-default, a risk-neutral indicator based on … 38 banks in 14 emerging market countries. Results show it can predict a bank''s credit deterioration up to nine months in … advance. The distance-to-default, hence, may prove useful for bank monitoring purposes …
Persistent link: https://www.econbiz.de/10014404081