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Modeling large commercial-bank failures: a simultaneous-equation analysis

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  • Asli Demirgüç-Kunt

Abstract

The development of a model of large-bank failures that studies insolvency and failure simultaneously and that recognizes economic, political, and bureaucratic constraints faced by regulators.

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Bibliographic Info

Paper provided by Federal Reserve Bank of Cleveland in its series Working Paper with number 8905.

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Date of creation: 1989
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Handle: RePEc:fip:fedcwp:8905

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Keywords: Bank failures;

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Cited by:
  1. Bongini, Paola & Claessens, Stijn & Ferri, Giovanni, 2000. "The political economy of distress in East Asian financial institutions," Policy Research Working Paper Series 2265, The World Bank.
  2. James B. Thomson, 1991. "Predicting bank failures in the 1980s," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q I, pages 9-20.
  3. Christophe Godlewski, 2004. "Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies," Finance, EconWPA 0409028, EconWPA.
  4. Rebel Cole & Jeffery Gunther, 1998. "Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems," Journal of Financial Services Research, Springer, Springer, vol. 13(2), pages 103-117, April.
  5. Cole, Rebel A. & Wu, Qiongbing, 2009. "Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures," MPRA Paper 24688, University Library of Munich, Germany, revised 01 Aug 2010.
  6. Asli Demirgüç-Kunt, 1991. "On the valuation of deposit institutions," Working Paper 9104, Federal Reserve Bank of Cleveland.

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