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Bank Failure Risk: Different Now?

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  • Sherrill Shaffer

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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 U.S. data from the 1980s and 2008.

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File URL: http://cama.crawford.anu.edu.au/pdf/working-papers/2012/232012.pdf
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Bibliographic Info

Paper provided by Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University in its series CAMA Working Papers with number 2012-23.

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Length: 15 pages
Date of creation: Jun 2012
Date of revision:
Handle: RePEc:een:camaaa:2012-23

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  1. 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.), Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 1-15.
  2. David C. Wheelock & Paul W. Wilson, 2000. "Why do Banks Disappear? The Determinants of U.S. Bank Failures and Acquisitions," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 127-138, February.
  3. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 2," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2007, Volume 22, pages 165-167 National Bureau of Economic Research, Inc.
  4. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 4," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2007, Volume 22, pages 295-297 National Bureau of Economic Research, Inc.
  5. Cole, Rebel A. & Gunther, Jeffery W., 1995. "Separating the likelihood and timing of bank failure," Journal of Banking & Finance, Elsevier, Elsevier, vol. 19(6), pages 1073-1089, September.
  6. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 6," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2007, Volume 22, pages 471-473 National Bureau of Economic Research, Inc.
  7. 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, Elsevier, vol. 32(2), pages 299-310, February.
  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, Federal Reserve Bank of Cleveland, issue Q I, pages 21-31.
  9. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 5," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2007, Volume 22, pages 377-379 National Bureau of Economic Research, Inc.
  10. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "This Time Is Different: Eight Centuries of Financial Folly," Economics Books, Princeton University Press, Princeton University Press, edition 1, volume 1, number 8973.
  11. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 3," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2007, Volume 22, pages 247-249 National Bureau of Economic Research, Inc.
  12. Daron Acemoglu, Kenneth Rogoff, Michael Woodford, 2008. "Discussion of chapter 1," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2007, Volume 22, pages 79-81 National Bureau of Economic Research, Inc.
  13. DeYoung, Robert, 2003. " De Novo Bank Exit," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 35(5), pages 711-28, October.
  14. Reinhart, Carmen & Reinhart, Vincent, 2008. "Is the US too big to fail?," MPRA Paper 12976, University Library of Munich, Germany.
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Cited by:
  1. Gerhard Hambusch & Sherrill Shaffer, 2012. "Forecasting Bank Leverage," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 320, Quantitative Finance Research Centre, University of Technology, Sydney.

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