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that arises in case of resolution or bankruptcy. This net benefit, which may be capitalized into the value of the bank … distress despite increasing encumbrance of the bank's balance sheet. The benefit is maximized when resolution is initiated …
Persistent link: https://www.econbiz.de/10013078050
The present study seeks to analyse the provisions of the 2013 Charter of the Basel Committee on Banking Supervision, which is one of the most important international financial fora composing the architecture governing the international financial system. Its scope is confined to institutional and...
Persistent link: https://www.econbiz.de/10012965408
We systematically analyse how network structure and bank characteristics affect solvency distress contagion risk in …-wide shocks and individual bank defaults initially increases and then decreases, all else being equal. The low density … also demonstrate that for real-world interbank networks, simple network metrics other than individual bank connectedness do …
Persistent link: https://www.econbiz.de/10013244288
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
The ability to predict bank failure has become much more important since the mortgage foreclosure crisis began in 2007 …, as well as several local or national economic variables to produce a model that is robust enough to forecast bank failure … for the entire commercial bank industry in the United States. This model is able to predict failure (survival) accurately …
Persistent link: https://www.econbiz.de/10013117748
Persistent link: https://www.econbiz.de/10011342832
Persistent link: https://www.econbiz.de/10001406295
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
bank heading to bankruptcy. We conduct a comparative analysis based on both Canonical Discriminant Analysis and Logit …
Persistent link: https://www.econbiz.de/10012968419
governing bank resolution actions: the Commission's norms on state aids in the banking sector as reflected in the Banking … in the form of the Bank Recovery and Resolution Directive. The paper discusses the anti-bailout objective of the two …
Persistent link: https://www.econbiz.de/10012963737