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Extracting leading indicators of bank fragility from market prices : Estonia focus
Chen, Yu-Fu (contributor); Funke, Michael (contributor);  … - 2006
Europe. Therefore the paper considers the development of the Estonian banking sector and derives individual banks ́fragility … is to use a plurality of risk scores when assessing bank vulnerability. …
Persistent link: https://www.econbiz.de/10003300957
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Does Basel II pillar 3 risk exposure data help to identify risky banks?
Sabiwalsky, Ralf - 2012
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/10009427655
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Failure prediction of Norwegian banks : a logit approach
Andersen, Henrik - 2008
Persistent link: https://www.econbiz.de/10003661997
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Predicting bank failures and intertemporal assessment of bank risk
Spahr, Ronald W. - In: Journal of business research : JBR 19 (1989) 3, pp. 179-185
Persistent link: https://www.econbiz.de/10001086869
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Does Basel II Pillar 3 Risk Exposure Data Help to Identify Risky Banks?
Sabiwalsky, Ralf - 2012
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
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Forecasting Bank Failures and Stress Testing : A Machine Learning Approach
Gogas, Periklis - 2019
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
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Liquidity Mismatch Helps Predict Bank Failure and Distress
Cooke, J.B. - 2017
Liquidity mismatch—the risk of a bank being unable to fund increases in assets or meet its obligations as they come due …, contributing to bank failure and distress …
Persistent link: https://www.econbiz.de/10012971245
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Predicting rating changes for banks: how accurate are accounting and stock market indicators?
Distinguin, Isabelle; Hasan, Iftekhar; Tarazi, Amine - In: Annals of finance 9 (2013) 3, pp. 471-500
Persistent link: https://www.econbiz.de/10009776417
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Forecasting bank failures and stress testing : a machine learning approach
Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: International journal of forecasting 34 (2018) 3, pp. 440-455
Persistent link: https://www.econbiz.de/10012031002
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Predicting failure in the US banking sector : an extreme gradient boosting approach
Carmona, Pedro; Climent, Francisco; Momparler, Alexandre - In: International review of economics & finance : IREF 61 (2019), pp. 304-323
Persistent link: https://www.econbiz.de/10012205428