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Capital ratios as predictors of bank failure

Citations

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Cited by:

  1. Xi Yang, 2016. "Predicting bank failures: The leverage versus the risk-weighted capital ratio," Working Papers hal-04141595, HAL.
  2. Chen, Sichong, 2013. "How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 1-18.
  3. Xi Yang, 2016. "Predicting bank failures: The leverage versus the risk-weighted capital ratio," EconomiX Working Papers 2016-15, University of Paris Nanterre, EconomiX.
  4. Fungáčová, Zuzana & Turk-Ariss, Rima & Weill, Laurent, 2013. "Does excessive liquidity creation trigger bank failures?," BOFIT Discussion Papers 2/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
  5. José E. Gómez-Gonzalez & Nicholas M. Kiefer, 2009. "Bank Failure: Evidence From The Colombian Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 15-31.
  6. Jacopo Cimadomo & Sebastian Hauptmeier & Tom Zimmermann, 2012. "Fiscal Consolidations and Banking Stability," Working Papers 2012-32, CEPII research center.
  7. Konstantinos Drakos, 2012. "US banks' capitalization speed‐of‐adjustment: a microeconometric approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 270-286, July.
  8. Gerhard Hambusch & Sherrill Shaffer, 2012. "Forecasting Bank Leverage," Working Paper Series 176, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  9. Fiordelisi, Franco & Mare, Davide Salvatore, 2013. "Probability of default and efficiency in cooperative banking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 30-45.
  10. J.A. Bikker & D.F. Gerritsen & Steffie M. Schwillens, 2016. "Competing for savings: how important is creditworthiness during the crisis?," Working Papers 16-01, Utrecht School of Economics.
  11. Douglas Evanoff & Larry Wall, 2001. "Sub-debt Yield Spreads as Bank Risk Measures," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(2), pages 121-145, October.
  12. Konstantin Makrelov & Rob Davies & Laurence Harris, 2021. "The impact of higher leverage ratios on the South African economy," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 45(3), pages 184-207, July.
  13. Gallemore, J., 2012. "Deferred Tax Assests and Bank Regulatory Capital," Other publications TiSEM c4ed0879-0d89-4594-a8f5-7, Tilburg University, School of Economics and Management.
  14. Viral V. Acharya & Lea Borchert & Maximilian Jager & Sascha Steffen, 2023. "Kicking the Can Down the Road: Government Interventions in the European Banking Sector," CRC TR 224 Discussion Paper Series crctr224_2023_446, University of Bonn and University of Mannheim, Germany.
  15. J. Navas & P. Dhanavanthan & D. Lazar, 2021. "Is Risk Based Capital Ratio a True Measure of the Soundness of Banks? Evidence From India," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(3), pages 92-102, May.
  16. Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Central and Eastern European Banks," MPRA Paper 74560, University Library of Munich, Germany.
  17. Annalisa Bucalossi & Antonio Scalia, 2016. "Leverage ratio, central bank operations and repo market," Questioni di Economia e Finanza (Occasional Papers) 347, Bank of Italy, Economic Research and International Relations Area.
  18. Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013. "Securitization without risk transfer," Journal of Financial Economics, Elsevier, vol. 107(3), pages 515-536.
  19. Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom, 2014. "Fiscal consolidations and bank balance sheets," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 74-90.
  20. Robert Bichsel & Jürg Blum, 2002. "The Relationship between Risk and Capital in Swiss commercial Banks: A Panel Study," Working Papers 02.04, Swiss National Bank, Study Center Gerzensee.
  21. Stelios Markoulis & Panagiotis Ioannou & Spiros Martzoukos, 2023. "Bank distress in the European Union 2008–2015: A closer look at capital, size and revenue diversification," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 792-820, January.
  22. Blum, Jürg M., 2008. "Why 'Basel II' may need a leverage ratio restriction," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1699-1707, August.
  23. Ehab Zaki & Rahim Bah & Ananth Rao, 2011. "Assessing probabilities of financial distress of banks in UAE," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 7(3), pages 304-320, June.
  24. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
  25. Yomna Daoud & Aida Kammoun, 2020. "Financial Stability and Bank Capital: The Case of Islamic Banks," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 361-369.
  26. repec:zbw:bofitp:2013_002 is not listed on IDEAS
  27. Mare, Davide Salvatore, 2015. "Contribution of macroeconomic factors to the prediction of small bank failures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 25-39.
  28. Huberto M. Ennis, 2004. "Some recent trends in commercial banking," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 90(Spr), pages 41-61.
  29. Männasoo, Kadri & Mayes, David G., 2009. "Explaining bank distress in Eastern European transition economies," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 244-253, February.
  30. García-Suaza, Andrés Felipe & Gómez-González, José E. & Pabón, Andrés Murcia & Tenjo-Galarza, Fernando, 2012. "The cyclical behavior of bank capital buffers in an emerging economy: Size does matter," Economic Modelling, Elsevier, vol. 29(5), pages 1612-1617.
  31. Shaffer, Sherrill, 2007. "Equity duration and convexity when firms can fail or stagnate," Finance Research Letters, Elsevier, vol. 4(4), pages 233-241, December.
  32. Chiaramonte, Laura & Croci, Ettore & Poli, Federica, 2015. "Should we trust the Z-score? Evidence from the European Banking Industry," Global Finance Journal, Elsevier, vol. 28(C), pages 111-131.
  33. Korte, Josef, 2015. "Catharsis—The real effects of bank insolvency and resolution," Journal of Financial Stability, Elsevier, vol. 16(C), pages 213-231.
  34. De Graeve, F. & Kick, T. & Koetter, M., 2008. "Monetary policy and financial (in)stability: An integrated micro-macro approach," Journal of Financial Stability, Elsevier, vol. 4(3), pages 205-231, September.
  35. Gombola, Michael J. & Ho, Amy Yueh-Fang & Huang, Chin-Chuan, 2016. "The effect of leverage and liquidity on earnings and capital management: Evidence from U.S. commercial banks," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 35-58.
  36. Marc Saidenberg & Til Schuermann & May, "undated". "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
  37. Kick, Thomas & Koetter, Michael, 2007. "Slippery slopes of stress: Ordered failure events in German banking," Journal of Financial Stability, Elsevier, vol. 3(2), pages 132-148, July.
  38. Berardi, Simone & Marcelletti, Alessandra, 2017. "Optimal Bank Capital Requirements: An Asymmetric Information Perspective," LEAP Working Papers 2017/2, Luiss Institute for European Analysis and Policy.
  39. Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2011. "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 109-131, Springer.
  40. Kraft, Evan & Galac, Tomislav, 2007. "Deposit interest rates, asset risk and bank failure in Croatia," Journal of Financial Stability, Elsevier, vol. 2(4), pages 312-336, March.
  41. Vazquez, Francisco & Federico, Pablo, 2015. "Bank funding structures and risk: Evidence from the global financial crisis," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 1-14.
  42. Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007. "Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 62-79, November.
  43. Lucia Dalla Pellegrina, 2007. "Capital Adequacy Ratios, Efficiency and Governance: a Comparison Between Islamic and Western Banks," Working Papers 20070402, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Apr 2007.
  44. Koutras, Vasileios M. & Koutras, Markos V. & Yalcin, Femin, 2016. "A simple compound scan statistic useful for modeling insurance and risk management problems," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 202-209.
  45. Chiaramonte, Laura & Casu, Barbara, 2017. "Capital and liquidity ratios and financial distress. Evidence from the European banking industry," The British Accounting Review, Elsevier, vol. 49(2), pages 138-161.
  46. Antzoulatos, Angelos A. & Tsoumas, Chris, 2014. "Institutions, moral hazard and expected government support of banks," Journal of Financial Stability, Elsevier, vol. 15(C), pages 161-171.
  47. Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2016. "The credit quality channel: Modeling contagion in the interbank market," Journal of Financial Stability, Elsevier, vol. 25(C), pages 83-97.
  48. Petr Pavlík, 2016. "Theoretical backgrounds of modern bank regulation [Teoretické základy současné bankovní regulace]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2016(2), pages 5-33.
  49. Tigran Poghosyan & Martin Čihak, 2011. "Determinants of Bank Distress in Europe: Evidence from a New Data Set," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 163-184, December.
  50. Cathcart, Lara & El-Jahel, Lina & Jabbour, Ravel, 2015. "Can regulators allow banks to set their own capital ratios?," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 112-123.
  51. G. Lanine & R. Vander Vennet, 2005. "Failure prediction in the Russian bank sector with logit and trait recognition models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/329, Ghent University, Faculty of Economics and Business Administration.
  52. repec:zbw:bofitp:2004_021 is not listed on IDEAS
  53. Anani, Makafui & Owusu, Felix, 2023. "Regulatory capital and bank risk-resilience amid the Covid-19 pandemic: How are the Basel reforms faring?," Finance Research Letters, Elsevier, vol. 52(C).
  54. Mauro Gallegati & Gianfranco Giulioni & Nozomi Kichiji, 2003. "Complex Dynamics And Financial Fragility In An Agent-Based Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 267-282.
  55. John Krainer & Jose A. Lopez, 2008. "Using Securities Market Information for Bank Supervisory Monitoring," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March.
  56. Stefania Vitali & Gabriele Tedeschi & Mauro Gallegati, 2013. "The impact of classes of innovators on technology, financial fragility, and economic growth," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 22(4), pages 1069-1091, August.
  57. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
  58. 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.
  59. Martin Cihak & Sonia Munoz & Ryan Scuzzarella, 2012. "The Bright and the Dark Side of Cross-Border Banking Linkages," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 200-225, July.
  60. He, Zhongda & Qiao, Guannan & Zhang, Le & Zhang, Wenrui, 2021. "Regulator supervisory power and bank loan contracting," Journal of Banking & Finance, Elsevier, vol. 126(C).
  61. Klaus Schaeck & Simon Wolfe, 2005. "Identifying "Problem Banks" in the German Co-operative and Savings Bank Sector: An Econometric Analysis," Money Macro and Finance (MMF) Research Group Conference 2005 44, Money Macro and Finance Research Group.
  62. Maria del Pilar Castillo & Giácomo Balbinotto, 2012. "Las FARC y los costos del secuestro," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 147-164, July-Dece.
  63. Burghof, Hans-Peter & Müller, Carola, 2014. "Die Auswirkung einer Höchstverschuldungsquote auf den Bankenmarkt," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 68(2), pages 129-146.
  64. Fazelina Sahul Hamid, 2013. "The Effect of Reliance on International Funding on Banking Fragility: Evidence from East Asia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(1), pages 29-60, February.
  65. Zheng, Chen & (Wai Kong) Cheung, Adrian & Cronje, Tom, 2019. "The moderating role of capital on the relationship between bank liquidity creation and failure risk," Journal of Banking & Finance, Elsevier, vol. 108(C).
  66. Maximilian J.B. Hall, 2001. "The basle Committee's proposals for a new capital adequacy assessment framework: a critique," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(217), pages 111-179.
  67. Daley, J. & Matthews, K. & Whitfield, K., 2008. "Too-big-to-fail: Bank failure and banking policy in Jamaica," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 290-303, July.
  68. Steven Pottier & David Sommer, 2002. "The Effectiveness of Public and Private Sector Summary Risk Measures in Predicting Insurer Insolvencies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 21(1), pages 101-116, February.
  69. Grégory Levieuge, 2005. "Politique monétaire et prix d'actifs," Revue de l'OFCE, Presses de Sciences-Po, vol. 93(2), pages 317-355.
  70. Chernykh, Lucy & Cole, Rebel A., 2015. "How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal," Journal of Financial Stability, Elsevier, vol. 20(C), pages 131-143.
  71. J.A. Bikker & D.F. Gerritsen & Steffie M. Schwillens, 2016. "Competing for savings: how important is creditworthiness during the crisis?," Working Papers 16-01, Utrecht School of Economics.
  72. Koutras, Vasileios M. & Drakos, Konstantinos, 2013. "A migration approach for USA banks' capitalization: Are the 00s the same with the 90s?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 131-140.
  73. Julapa Jagtiani & James Kolari & Catharine Lemieux & G. Hwan Shin, 2003. "Early warning models for bank supervision: Simpler could be better," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 27(Q III), pages 49-60.
  74. Theophilos Papadimitriou & Periklis Gogas & Anna Agrapetidou, 2022. "The resilience of the U.S. banking system," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2819-2835, July.
  75. Andrew G. Haldane & Vasileios Madouros, 2012. "The dog and the frisbee," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 109-159.
  76. Agur, Itai, 2009. "Regulatory Competition and Bank Risk Taking," CEPR Discussion Papers 7524, C.E.P.R. Discussion Papers.
  77. Pilar B. Álvarez-Franco & Diego A. Restrepo-Tobón, 2016. "Managerial efficiency and failure of U.S. commercial banks during the 2007-2009 financial crisis: was this time different?," Revista Ecos de Economía, Universidad EAFIT, vol. 20(43), pages 4-22, December.
  78. Zuzana Fungacova & Ms. Rima A Turk & Laurent Weill, 2015. "High Liquidity Creation and Bank Failures: Do They Behave Differently?," IMF Working Papers 2015/103, International Monetary Fund.
  79. Jarko Fidrmuc & Philipp J. Süss, 2011. "The Outbreak of the Russian Banking Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(1), pages 046-063, March.
  80. Dupont, Brandon, 2007. "Bank runs, information and contagion in the panic of 1893," Explorations in Economic History, Elsevier, vol. 44(3), pages 411-431, July.
  81. Besma Hamdi & Mohamed Abdouli & Afifa Ferhi & Mouna Aloui & Sami Hammami, 2019. "The Stability of Islamic and Conventional Banks in the MENA Region Countries During the 2007–2012 Financial Crisis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(1), pages 365-379, March.
  82. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
  83. Clovis Rugemintwari & Alain Sauviat & Amine Tarazi, 2012. "Bâle 3 et la réhabilitation du ratio de levier des banques. Pourquoi et comment ?," Revue économique, Presses de Sciences-Po, vol. 63(4), pages 809-820.
  84. Fungáčová, Zuzana & Turk-Ariss, Rima & Weill, Laurent, 2013. "Does excessive liquidity creation trigger bank failures?," BOFIT Discussion Papers 2/2013, Bank of Finland, Institute for Economies in Transition.
  85. De Graeve, Ferre & Kick, Thomas, 2008. "Monetary policy and bank distress: an integrated micro-macro approach," Discussion Paper Series 2: Banking and Financial Studies 2008,03, Deutsche Bundesbank.
  86. Andrea Flori & Simone Giansante & Claudia Girardone & Fabio Pammolli, 2021. "Banks’ business strategies on the edge of distress," Annals of Operations Research, Springer, vol. 299(1), pages 481-530, April.
  87. John Krainer & Jose A. Lopez, 2003. "How might financial market information be used for supervisory purposes?," Economic Review, Federal Reserve Bank of San Francisco, pages 29-45.
  88. Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Banking Sector of the Czech Republic," MPRA Paper 74457, University Library of Munich, Germany.
  89. Karel Janda & Oleg Kravtsov, 2018. "Basel III Leverage and Capital Ratio over the Economic Cycle in the Czech Republic and its Comparison with the CEE Region," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(4), pages 5-23.
  90. Andrew G. Haldane & Vasileios Madouros, 2012. "El perro y el frisbee," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 13-56, July-Dece.
  91. Viral V Acharya & Lea Borchert & Maximilian Jager & Sascha Steffen, 2021. "Kicking the Can Down the Road: Government Interventions in the European Banking Sector," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4090-4131.
  92. Meral Varish Kiefer, 2014. "Bank failures and mergers in Turkey: 1992-2014," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(5), pages 31-49, October.
  93. Cleary, Sean & Hebb, Greg, 2016. "An efficient and functional model for predicting bank distress: In and out of sample evidence," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 101-111.
  94. Capponi, Agostino & Dooley, John M. & Oet, Mikhail V. & Ong, Stephen J., 2017. "Capital and resolution policies: The US interbank market," Journal of Financial Stability, Elsevier, vol. 30(C), pages 229-239.
  95. D. Fernández-Arias & M. López-Martín & T. Montero-Romero & F. Martínez-Estudillo & F. Fernández-Navarro, 2018. "Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 275-297, June.
  96. Roman Kraeussl, "undated". "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," Working Papers 0315, University of Crete, Department of Economics.
  97. Conlon, Thomas & Cotter, John & Molyneux, Philip, 2020. "Beyond common equity: The influence of secondary capital on bank insolvency risk," Journal of Financial Stability, Elsevier, vol. 47(C).
  98. Berger, Allen N. & Bouwman, Christa H.S., 2013. "How does capital affect bank performance during financial crises?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 146-176.
  99. Firano, Zakaria & Filali adib, Fatine, 2018. "Prevision des difficultes bancaires : un modele d'alerte precoce pour le cas du maroc [Prediction of banking difficulties: an early warning model for moroccan banking system]," MPRA Paper 95165, University Library of Munich, Germany.
  100. Jo-Hui Chen & Chih-Sean Chen, 2011. "The effects of international off-site surveillance on bank rating changes," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(6), pages 1313-1329, October.
  101. Marisa Basten & Antonio Sánchez Serrano, 2019. "European banks after the global financial crisis: a new landscape," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(1), pages 51-73, March.
  102. Andrew Logan, 2001. "The United Kingdom's small banks' crisis of the early 1990s: what were the leading indicators of failure?," Bank of England working papers 139, Bank of England.
  103. Gerhard Hambusch & Sherrill Shaffer, 2016. "Forecasting bank leverage: an alternative to regulatory early warning models," Journal of Regulatory Economics, Springer, vol. 50(1), pages 38-69, August.
  104. Jose E. Gomez-Gonzalez & Nicholas M. Kiefer, 2006. "Explaining time to bank failure in Colombia during the financial crisis of the late 1990s," Borradores de Economia 400, Banco de la Republica de Colombia.
  105. Birgit Schmitz, 2007. "The impact of Basel I capital regulation on bank deposits and loans: Empirical evidence for Europe," Money Macro and Finance (MMF) Research Group Conference 2006 42, Money Macro and Finance Research Group.
  106. Kick, Thomas & Koetter, Michael & Poghosyan, Tigran, 2010. "Recovery determinants of distressed banks: Regulators, market discipline, or the environment?," Discussion Paper Series 2: Banking and Financial Studies 2010,02, Deutsche Bundesbank.
  107. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2002. "Could a CAMELS downgrade model improve off-site surveillance?," Review, Federal Reserve Bank of St. Louis, vol. 84(Jan.), pages 47-63.
  108. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
  109. Пересецкий А.А., 2007. "Методы Оценки Вероятности Дефолта Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(3), июль.
  110. Hogan, Thomas L., 2015. "Capital and risk in commercial banking: A comparison of capital and risk-based capital ratios," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 32-45.
  111. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
  112. Емельянов А.М. & Брюхова О.О., 2015. "Исследование Причин Отзыва Лицензий У Российских Коммерческих Банков В Посткризисный Период (2010-2011)," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 51(3), pages 41-53, июль.
  113. Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
  114. Lakshmi Balasubramanyan, 2014. "Differential Capital Requirements: Leverage Ratio versus Risk-Based Capital Ratio from a Monitoring Perspective," Working Papers (Old Series) 1415, Federal Reserve Bank of Cleveland.
  115. Pasiouras, Fotios & Tanna, Sailesh & Zopounidis, Constantin, 2007. "The identification of acquisition targets in the EU banking industry: An application of multicriteria approaches," International Review of Financial Analysis, Elsevier, vol. 16(3), pages 262-281.
  116. Gogas, Periklis & Papadimitriou, Theophilos & Agrapetidou, Anna, 2018. "Forecasting bank failures and stress testing: A machine learning approach," International Journal of Forecasting, Elsevier, vol. 34(3), pages 440-455.
  117. Calice, Pietro, 2014. "Predicting bank insolvency in the Middle East and North Africa," Policy Research Working Paper Series 6969, The World Bank.
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