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Predicting bank failures in the 1980s

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Author Info

  • James B. Thomson

Abstract

An analysis of U.S. bank failures between 1984 and 1989 that uses a single-equation logit model to discriminate between samples of failed and nonfailed banks for each year in that period.

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File URL: http://www.clevelandfed.org/Research/Review/1991/91-q1-thomson.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of Cleveland in its journal Economic Review.

Volume (Year): (1991)
Issue (Month): Q I ()
Pages: 9-20

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Handle: RePEc:fip:fedcer:y:1991:i:qi:p:9-20:n:v.27no.1

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Keywords: Bank failures;

References

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  1. Pettway, Richard H & Sinkey, Joseph F, Jr, 1980. " Establishing On-Site Bank Examination Priorities: An Early-Warning System Using Accounting and Market Information," Journal of Finance, American Finance Association, vol. 35(1), pages 137-50, March.
  2. Asli Demirgüç-Kunt, 1989. "Modeling large commercial-bank failures: a simultaneous-equation analysis," Working Paper 8905, Federal Reserve Bank of Cleveland.
  3. Kane, Edward J., 1986. "Appearance and reality in deposit insurance: The case for reform," Journal of Banking & Finance, Elsevier, vol. 10(2), pages 175-188, June.
  4. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
  5. Buser, Stephen A & Chen, Andrew H & Kane, Edward J, 1981. "Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital," Journal of Finance, American Finance Association, vol. 36(1), pages 51-60, March.
  6. West, Robert Craig, 1985. "A factor-analytic approach to bank condition," Journal of Banking & Finance, Elsevier, vol. 9(2), pages 253-266, June.
  7. Fred C. Graham & James E. Horner, 1988. "Bank failure: an evaluation of the factors contributing to the failure of national banks," Proceedings 210, Federal Reserve Bank of Chicago.
  8. 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.
  9. Daria B. Caliguire & James B. Thomson, 1987. "FDIC policies for dealing with failed and troubled institutions," Economic Commentary, Federal Reserve Bank of Cleveland, issue Oct.
  10. Sinkey, Joseph F, Jr, 1975. "A Multivariate Statistical Analysis of the Characteristics of Problem Banks," Journal of Finance, American Finance Association, vol. 30(1), pages 21-36, March.
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Citations

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Cited by:
  1. Hsiao, Hsing-Chin & Chang, Hsihui & Cianci, Anna M. & Huang, Li-Hua, 2010. "First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1461-1471, July.
  2. Canbas, Serpil & Cabuk, Altan & Kilic, Suleyman Bilgin, 2005. "Prediction of commercial bank failure via multivariate statistical analysis of financial structures: The Turkish case," European Journal of Operational Research, Elsevier, vol. 166(2), pages 528-546, October.
  3. Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
  4. Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash, 2012. "Determinants of the exit decision of foreign banks in India," MPRA Paper 38722, University Library of Munich, Germany.
  5. Otchere, Isaac & Chan, Janus, 2003. "Intra-industry effects of bank privatization: A clinical analysis of the privatization of the Commonwealth Bank of Australia," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 949-975, May.
  6. DeYoung, Robert & Torna, Gökhan, 2013. "Nontraditional banking activities and bank failures during the financial crisis," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 397-421.
  7. Allen N. Berger & Richard J. Herring & Giorgio P. Szego, 1995. "The role of capital in financial institutions," Finance and Economics Discussion Series 95-23, Board of Governors of the Federal Reserve System (U.S.).
  8. Brewer III, Elijah & Jackson III, William E., 2006. "A note on the "risk-adjusted" price-concentration relationship in banking," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 1041-1054, March.
  9. Luo, Xueming, 2003. "Evaluating the profitability and marketability efficiency of large banks: An application of data envelopment analysis," Journal of Business Research, Elsevier, vol. 56(8), pages 627-635, August.
  10. Paul Louis Ceriel Hilbers & Alfredo Mario Leone & Mahinder Singh Gill & Owen Evens, 2000. "Macroprudential Indicators of Financial System Soundness," IMF Occasional Papers 192, International Monetary Fund.
  11. Hwang, Dar-Yeh & Lee, Cheng F. & Liaw, K. Thomas, 1997. "Forecasting bank failures and deposit insurance premium," International Review of Economics & Finance, Elsevier, vol. 6(3), pages 317-334.
  12. Sufian, Fadzlan, 2009. "Determinants of bank efficiency during unstable macroeconomic environment: Empirical evidence from Malaysia," Research in International Business and Finance, Elsevier, vol. 23(1), pages 54-77, January.
  13. Fuad Aleskerov & V. Belousova & M. Serdyuk & V. Solodkov, 2008. "Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation," ICER Working Papers - Applied Mathematics Series 12-2008, ICER - International Centre for Economic Research.
  14. Maghyereh, Aktham I. & Awartani, Basel, 2014. "Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries," Research in International Business and Finance, Elsevier, vol. 30(C), pages 126-147.
  15. Eric Tymoigne, 2010. "Detecting Ponzi Finance: An Evolutionary Approach to the Measure of Financial Fragility," Economics Working Paper Archive wp_605, Levy Economics Institute, The.
  16. Otchere, Isaac, 2005. "Do privatized banks in middle- and low-income countries perform better than rival banks? An intra-industry analysis of bank privatization," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2067-2093, August.

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