Showing 81 - 90 of 115,233
Persistent link: https://www.econbiz.de/10001090698
report data for one year, two years, three years, and four years prior to bank failure to determine whether the failure could … have been predicted.Our model is statistically significant at the 1% level and predicts bank failures with 88.2% accuracy …
Persistent link: https://www.econbiz.de/10013139643
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression … analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model …, deposits and in some cases the ratio of non-performing loans, are the most significant predictors of bank failure in both Japan …
Persistent link: https://www.econbiz.de/10013121773
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression … analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model …, deposits and in some cases the ratio of non-performing loans, are the most significant predictors of bank failure in both Japan …
Persistent link: https://www.econbiz.de/10013121776
risk factors, and uses measures of bank sensitivity with respect to these risk factors. We use two sets of sensitivity … as if no market prices of equity were available for the bank the forecast is made for. We do this for banks for which …
Persistent link: https://www.econbiz.de/10013109254
the global financial turmoil that has led to severe crises in many countries. The intent of this article is to promote … future empirical research for preventing bank failures and financial crises …
Persistent link: https://www.econbiz.de/10013152444
methodologies used. We analyze financial and economic circumstances associated with the US subprime mortgage crisis and the global … research that might help to prevent bank failures and financial crises …
Persistent link: https://www.econbiz.de/10013153336
In this paper, we present a forecasting model of bank failures based on machine-learning. The proposed methodology …
Persistent link: https://www.econbiz.de/10012901035
We replicate three bank failure models (Martin (1977), Cole and White (2012), and DeYoung and Torna (2013)) and … model is compared to the existing models using evaluation methods which are new to the extant field of bank failure research … contribution to bank failure research by demonstrating and validating evaluation methods which allow researchers and regulators to …
Persistent link: https://www.econbiz.de/10012894614
From year to year, strong attention has been paid to the study of the problems of predicting firms' bankruptcy. Bankruptcy prediction is an essential issue in finance especially in emerging economics. Business information systems like Financial Information Systems (FIS) converts and store the...
Persistent link: https://www.econbiz.de/10012822710