scenarios and banks' estimated losses to recover bank level exposures to macroeconomic factors. Once macro outcomes are realized …

scenarios and banks' estimated losses to recover bank level exposures to macroeconomic factors. Once macro outcomes are realized …

performed over the 2000Q3-2020Q1 period. As direct bank failures are rare in Europe, I construct a dataset accounting for direct … to prevent impending distress events and is estimated in a real-time fashion. I also control for bank- and macro … both financial information producers’ disclosures to display forward-looking informative and predictive performance on bank …

warning system of bank failure. This paper uses data collected for failed and survived public and private sector banks for the … period of 2000-2017 located in India. Bank-specific variables as well as macroeconomic and market structure variables have … from the selection of the most significant bank failure specific indicators using lasso regression, converting data from …