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Bank failure risk: Different now?

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  • Shaffer, Sherrill

Abstract

Motivated by the debate over similarities between the current and previous financial crises, logit estimates reveal significantly changed linkages between observable financial ratios and probabilities of subsequent bank failure using US data from the 1980s and 2008.

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 116 (2012)
Issue (Month): 3 ()
Pages: 613-616

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Handle: RePEc:eee:ecolet:v:116:y:2012:i:3:p:613-616

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Web page: http://www.elsevier.com/locate/ecolet

Related research

Keywords: Bank failure; Regime shift; Crisis;

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References

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  1. Gary Whalen, 1991. "A proportional hazards model of bank failure: an examination of its usefulness as an early warning tool," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 21-31.
  2. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 2," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 165-167 National Bureau of Economic Research, Inc.
  3. DeYoung, Robert, 2003. " De Novo Bank Exit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 711-28, October.
  4. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 5," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 377-379 National Bureau of Economic Research, Inc.
  5. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 3," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 247-249 National Bureau of Economic Research, Inc.
  6. Rebel A. Cole & Jeffery W. Gunther, 1993. "Separating the likelihood and timing of bank failure," Financial Industry Studies Working Paper 93-2, Federal Reserve Bank of Dallas.
  7. Reinhart, Carmen & Reinhart, Vincent, 2008. "Is the US too big to fail?," MPRA Paper 12976, University Library of Munich, Germany.
  8. Arena, Marco, 2008. "Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using bank-level data," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 299-310, February.
  9. David C. Wheelock & Paul W. Wilson, 1995. "Why do banks disappear? The determinants of U.S. bank failures and acquisitions," Working Papers 1995-013, Federal Reserve Bank of St. Louis.
  10. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 6," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 471-473 National Bureau of Economic Research, Inc.
  11. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 1," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 79-81 National Bureau of Economic Research, Inc.
  12. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "This Time Is Different: Eight Centuries of Financial Folly," Economics Books, Princeton University Press, edition 1, volume 1, number 8973.
  13. Rebel A. Cole & Jeffery W. Gunther, 1995. "FIMS: a new monitoring system for banking institutions," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 1-15.
  14. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 4," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 295-297 National Bureau of Economic Research, Inc.
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Cited by:
  1. Gerhard Hambusch & Sherrill Shaffer, 2012. "Forecasting Bank Leverage," Working Paper Series 176, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

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