Prediction of commercial bank failure via multivariate statistical analysis of financial structures: The Turkish case
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- R. Slowinski & C. Zopounidis, 1995. "Application of the Rough Set Approach to Evaluation of Bankruptcy Risk," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 4(1), pages 27-41, March.
- Hutchison, Michael & McDill, Kathleen, 1999.
"Are All Banking Crises Alike? The Japanese Experience in International Comparison,"
Journal of the Japanese and International Economies, Elsevier, vol. 13(3), pages 155-180, September.
- Hutchison, M. & McDill, K., 1998. "Are All Banking Crises Alike? The Japanese Experience in International Comparison," Papers 99-02, Economisch Institut voor het Midden en Kleinbedrijf-.
- Michael Hutchison & Kathleen McDill, 1999. "Are All Banking Crises Alike? The Japanese Experience in International Comparison," NBER Working Papers 7253, National Bureau of Economic Research, Inc.
- Michael M. Hutchison & Kathleen McDill, 1999. "Are all banking crises alike? The Japanese experience in international comparison," Pacific Basin Working Paper Series 99-02, Federal Reserve Bank of San Francisco.
- Deakin, Eb, 1972. "Discriminant Analysis Of Predictors Of Business Failure," Journal of Accounting Research, Wiley Blackwell, vol. 10(1), pages 167-179.
- Ohlson, Ja, 1980. "Financial Ratios And The Probabilistic Prediction Of Bankruptcy," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 109-131.
- Rebel Cole & Jeffery Gunther, 1998. "Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(2), pages 103-117, April.
- 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.
- Lam, Kim Fung & Moy, Jane W., 2002. "Combining discriminant methods in solving classification problems in two-group discriminant analysis," European Journal of Operational Research, Elsevier, vol. 138(2), pages 294-301, April.
- Kar Yan Tam & Melody Y. Kiang, 1992. "Managerial Applications of Neural Networks: The Case of Bank Failure Predictions," Management Science, INFORMS, vol. 38(7), pages 926-947, July.
- Coleen C. Pantalone & Marjorie B. Platt, 1987. "Predicting commercial bank failure since deregulation," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 37-47.
- Zopounidis, Constantin & Doumpos, Michael, 1999. "A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 197-218, December.
- James B. Thomson, 1991. "Predicting bank failures in the 1980s," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q I), pages 9-20.
- Asli Demirgüç-Kunt & Enrica Detragiache, 1998. "The Determinants of Banking Crises in Developing and Developed Countries," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 81-109, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:erf:erfstu:78 is not listed on IDEAS
- Maiya Anokhina & Henry Penikas & Victor Petrov, 2014. "Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia," DEM Working Papers Series 085, University of Pavia, Department of Economics and Management.
- 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.
- fernández, María t. Tascón & gutiérrez, Francisco J. Castaño, 2012. "Variables y Modelos Para La Identificación y Predicción Del Fracaso Empresarial: Revisión de La Investigación Empírica Reciente," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 15(1), pages 7-58.
- Li Xian Liu & Shuangzhe Liu & Milind Sathye, 2021. "Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research," JRFM, MDPI, vol. 14(10), pages 1-24, October.
- Zeineb Affes & Rania Hentati-Kaffel, 2016.
"Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis,"
Documents de travail du Centre d'Economie de la Sorbonne
16016, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01281948, HAL.
- 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.
- Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
- Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon, 2019.
"Credit Scoring in SME Asset-Backed Securities: An Italian Case Study,"
JRFM, MDPI, vol. 12(2), pages 1-28, May.
- Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana, 2019. "Credit scoring in SME asset-backed securities: An Italian case study," SAFE Working Paper Series 262, Leibniz Institute for Financial Research SAFE.
- Demyanyk, Yuliya & Hasan, Iftekhar, 2010.
"Financial crises and bank failures: A review of prediction methods,"
Omega, Elsevier, vol. 38(5), pages 315-324, October.
- Yuliya Demyanyk & Iftekhar Hasan, 2009. "Financial crises and bank failures: a review of prediction methods," Working Papers (Old Series) 0904, Federal Reserve Bank of Cleveland.
- 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.
- Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition.
- Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Post-Print halshs-01281948, HAL.
- Ahmadian , Azam & Mahsa , Gorji, 2015. "Modeling of Banks Bankruptcy in Iran (Multivariate Statistical Analysis)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(2), pages 1-24, January.
- repec:zbw:bofitp:2004_021 is not listed on IDEAS
- Пересецкий А.А., 2007. "Методы Оценки Вероятности Дефолта Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(3), июль.
- Juliana Yim & Heather Mitchell, 2007. "Predicting Financial Distress In The Australian Financial Service Industry," Australian Economic Papers, Wiley Blackwell, vol. 46(4), pages 375-388, December.
- Gutiérrez López, Cristina & Abad González, Julio, 2014. "¿Permitían los estados financieros predecir los resultados de los tests de estrés de la banca española? Una aplicación del modelo logit," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 17(1), pages 58-70.
- repec:zbw:bofrdp:2009_035 is not listed on IDEAS
- Demyanyk, Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures: a review of prediction methods," Bank of Finland Research Discussion Papers 35/2009, Bank of Finland.
- Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
- Sun, Junjie & Wu, Deming & Zhao, Xinlei, 2018. "Systematic risk factors and bank failures," Journal of Economics and Business, Elsevier, vol. 98(C), pages 1-18.
- du Jardin, Philippe, 2012. "The influence of variable selection methods on the accuracy of bankruptcy prediction models," MPRA Paper 44383, University Library of Munich, Germany.
- Thomas E. Mckee, 2000. "Developing a bankruptcy prediction model via rough sets theory," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 9(3), pages 159-173, September.
- 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.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:166:y:2005:i:2:p:528-546. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.