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Using financial data to identify changes in bank condition

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Author Info
Gary Whalen
James B. Thomson

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Abstract

An empirical study using an early-warning bank failure prediction model and call-report data to predict deterioration in a bank's condition.

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File URL: http://clevelandfed.org/research/review/1988/88-q2-whalen.pdf
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Publisher Info
Article provided by Federal Reserve Bank of Cleveland in its journal Economic Review.

Volume (Year): (1988)
Issue (Month): Q II ()
Pages: 17-26
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Handle: RePEc:fip:fedcer:y:1988:i:qii:p:17-26:n:v.24no.2

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Related research
Keywords: Bank supervision ; Bank failures;

Cited by:
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  1. Allen Berger & Sally Davies, 1998. "The Information Content of Bank Examinations," Journal of Financial Services Research, Springer, vol. 14(2), pages 117-144, October. [Downloadable!] (restricted)
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  2. Joe Peek & Eric S. Rosengren, 1996. "Derivatives activity at troubled banks," Working Papers 96-3, Federal Reserve Bank of Boston. [Downloadable!]
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  3. Jesús Saurina-Salas, 1998. "Determinantes de la morosidad de las cajas de ahorro españolas," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 393-426, September. [Downloadable!]
  4. Allen N. Berger & Margaret K. Kyle & Joseph M. Scalise, 2000. "Did U.S. Bank Supervisors Get Tougher During the Credit Crunch? Did They Get Easier During the Banking Boom? Did It Matter to Bank Lending?," NBER Working Papers 7689, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Liliana Rojas-Suarez, 2001. "Rating Banks in Emerging Markets: What Credit Rating Agencies Should Learn from Financial Indicators," Peterson Institute Working Paper Series WP01-6, Peterson Institute for International Economics. [Downloadable!]
  6. Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel, 2005. "Accounting for distress in bank mergers," Discussion Paper Series 2: Banking and Financial Studies 2005,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
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  7. Giuseppe Vulpes, 2004. "L’impiego di “early warning systems” per la previsione delle crisi bancarie. Un’applicazione agli indicatori del Fondo Interbancario di Tutela dei Depositi," Finance 0411009, EconWPA. [Downloadable!]
  8. Allen N. Berger & Sally M. Davies & Mark J. Flannery, 1998. "Comparing market and supervisory assessments of bank performance: who knows what when?," Finance and Economics Discussion Series 1998-32, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  9. David C. Wheelock & Paul W. Wilson, 1999. "The contribution of on-site examination ratings to an emprircal model of bank failures," Working Papers 1999-023, Federal Reserve Bank of St. Louis. [Downloadable!]
  10. Anuchitworawong, Chaiyasit, 2004. "Financial fragility under implicit insurance scheme: Evidence from the collapse of Thai financial institutions," CEI Working Paper Series 2004-16, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
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