Employing a statistical model-building strategy, this study aims to empirically analyse the United States' bank … failures across different size categories (small, medium, and large). Our results suggest that factors associated with bank … lagged regression estimates, various control variables, interaction between bank size and bank charter, alternative bank size …

identify five reliable predictors of bank failure: auditor type, Tier 1 capital ratio, proportion of securitized loans, growth … in loans, and loan mix. For the larger full sample of banks, we identify ten predictors of bank failure: auditor type … loans, growth in real estate loans, growth in overall loans, loan mix, and whether the bank is a public bank …

)—in forecasting U.S. bank failures. When we limit all models to financial data available at the time of prediction, we … that a parsimonious specification fit to data over 1985-1993 performs well in forecasting bank failures during 2009 …

into an early-warning model to predict bank distress among European banks. We use multivariate extreme value theory to … estimate equity-based tail-dependence networks, whose links proxy for the markets' view of bank interconnectedness in case of … outperform bank-specific benchmark models without networks. The results are robust to variation in model specification and also …

bank failures. We introduce mixed-data sampling (Midas) aggregation to construct financial predictors in a logistic … that it correctly classifies more bank failure cases than the reference logit model introduced in the literature, in … terms. Some of the largest recent bank failures in the US that were previously misclassified are now correctly predicted …

introducing the MIDAS logit model. It is applied to predict U.S. bank failures. The proposed model yields a strongly significant … improvement in classification accuracy both in statistical and economic terms. Some of the largest bank failures previously … objective of this paper is to forecast bank closures costs in the United States. It is found that the primary federal regulators …

eight failed Japanese banks in order to evaluate the predictive power of the DD measure for bank failures. The DD became … smaller in anticipation of failure in many cases. The DD spread, defined as the DD of a failed bank minus the DD of sound … banks, was also a useful indicator for deterioration of a failed bank's health. For some banks, neither the DD nor the DD …