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Interest increased after the last global financial crisis in 2007, as the crisis revealed the challenges facing central … the interest has emerged in the necessity of using the predictive aspect of the bank’s performance, and not waiting for … the intervention of the central bank.In this study, we tried to build a logistic regression model to predict the …
Persistent link: https://www.econbiz.de/10014236432
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concludes that the classes of financial institutions: bank or finance company is insignificant in financial institution failure …
Persistent link: https://www.econbiz.de/10014126468
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We analyze the determinants of individual bank failures arising from solvency and liquidity shortages in a stylized … by exogenously failing a bank and then investigate the likelihood of an individual bank failing. Most notably we find … that the probability of a bank failing depends on the characteristics of the network of interbank loans and the market …
Persistent link: https://www.econbiz.de/10013309573
The Great Financial Crisis shows that bank failure in the United States, while rare, is a concern during uncertain …
Persistent link: https://www.econbiz.de/10014351832
This paper examines prediction of U.S. bank failure with a probit model that uses bias-corrected technical efficiency … significant for predicting bank failure. This measure of managerial quality allows more accurate prediction of failure than other … measures. The model successfully predicts bank failure one and two years prior to failure. …
Persistent link: https://www.econbiz.de/10013407195
Bank failure prediction is a popular topic that requires highly accurate results. We contribute to the literature by … determining whether models based on the crisis data are suitable for predicting bank failure during a stable period and which … and application of four advanced single machine learning techniques to predict bank insolvencies based on a sample of U …
Persistent link: https://www.econbiz.de/10014257648
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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 …
Persistent link: https://www.econbiz.de/10013141241