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Characteristics of failed U.S. commercial banks: an exploratory study

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  • Fatima Alali
  • Silvia Romero

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  • Fatima Alali & Silvia Romero, 2013. "Characteristics of failed U.S. commercial banks: an exploratory study," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(4), pages 1149-1174, December.
    • Handle: RePEc:bla:acctfi:v:53:y:2013:i:4:p:1149-1174
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    File URL: http://hdl.handle.net/10.1111/j.1467-629X.2012.00491.x
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    References listed on IDEAS

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    1. Kolari, James & Glennon, Dennis & Shin, Hwan & Caputo, Michele, 2002. "Predicting large US commercial bank failures," Journal of Economics and Business, Elsevier, vol. 54(4), pages 361-387.
    2. Ravi Kumar, P. & Ravi, V., 2007. "Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review," European Journal of Operational Research, Elsevier, vol. 180(1), pages 1-28, July.
    3. Varetto, Franco, 1998. "Genetic algorithms applications in the analysis of insolvency risk," Journal of Banking & Finance, Elsevier, vol. 22(10-11), pages 1421-1439, October.
    4. 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.
    5. James B. Thomson, 1991. "Predicting bank failures in the 1980s," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q I), pages 9-20.
    6. Martin, Daniel, 1977. "Early warning of bank failure : A logit regression approach," Journal of Banking & Finance, Elsevier, vol. 1(3), pages 249-276, November.
    7. 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 137-150, March.
    8. Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," The Journal of Business, University of Chicago Press, vol. 74(1), pages 101-124, January.
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    Cited by:

    1. Qing L. Burke & Terry D. Warfield, 2021. "Bank interest rate risk management and valuation of earnings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4287-4337, September.
    2. Katherine Uylangco & Siqiwen Li, 2016. "An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III," Australian Journal of Management, Australian School of Business, vol. 41(4), pages 699-718, November.
    3. Venuka Aggarwal & Khushdeep Dharni, 2020. "Deshelling the Shell Companies Using Benford’s Law: An Emerging Market Study," Vikalpa: The Journal for Decision Makers, , vol. 45(3), pages 160-169, September.
    4. Ausloos, Marcel & Ficcadenti, Valerio & Dhesi, Gurjeet & Shakeel, Muhammad, 2021. "Benford’s laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
    5. Dunn, Jessica Kay & Intintoli, Vincent J. & McNutt, Jamie John, 2015. "An examination of non-government-assisted US commercial bank mergers during the financial crisis," Journal of Economics and Business, Elsevier, vol. 77(C), pages 16-41.
    6. Carmelo Algeri & Antonio F. Forgione & Carlo Migliardo, 2022. "Do spatial dependence and market power matter in the diversification of cooperative banks?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(3), November.

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