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Predicting large US commercial bank failures

  • Kolari, James
  • Glennon, Dennis
  • Shin, Hwan
  • Caputo, Michele

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File URL: http://www.sciencedirect.com/science/article/B6V7T-460M92P-1/2/d692bb0956da47f4f79a5169106a523a
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Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 54 (2002)
Issue (Month): 4 ()
Pages: 361-387

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Handle: RePEc:eee:jebusi:v:54:y:2002:i:4:p:361-387
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconbus

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  1. George G. Kaufman, 1999. "Banking and currency crises and systemic risk: a taxonomy and review," Working Paper Series WP-99-12, Federal Reserve Bank of Chicago.
  2. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, 09.
  3. Espahbodi, Pouran, 1991. "Identification of problem banks and binary choice models," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 53-71, February.
  4. Allen N. Berger & Anil K. Kashyap & Joseph Scalise, 1995. "The Transformation of the U.S. Banking Industry: What a Long, Strange Trip It's Been," Center for Financial Institutions Working Papers 96-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
  5. James Kolari & Michele Caputo & Drew Wagner, 1996. "Trait Recognition: An Alternative Approach to Early Warning Systems in Commercial Banking," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(9-10), pages 1415-1434, December.
  6. John H. Boyd & Stanley L. Graham, 1996. "Consolidation in U.S. banking: implications for efficiency and risk," Working Papers 572, Federal Reserve Bank of Minneapolis.
  7. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 1999. "The role of supervisory screens and econometric models in off-site surveillance," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 31-56.
  8. 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.
  9. Pamela K. Coats & L. Franklin Fant, 1993. "Recognizing Financial Distress Patterns Using a Neural Network Tool," Financial Management, Financial Management Association, vol. 22(3), Fall.
  10. 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.), issue Jan, pages 1-15.
  11. Altman, Edward I. & Marco, Giancarlo & Varetto, Franco, 1994. "Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)," Journal of Banking & Finance, Elsevier, vol. 18(3), pages 505-529, May.
  12. Korobow, Leon & Stuhr, David, 1985. "Performance measurement of early warning models : Comments on west and other weakness/failure prediction models," Journal of Banking & Finance, Elsevier, vol. 9(2), pages 267-273, June.
  13. Martin, Daniel, 1977. "Early warning of bank failure : A logit regression approach," Journal of Banking & Finance, Elsevier, vol. 1(3), pages 249-276, November.
  14. West, Robert Craig, 1985. "A factor-analytic approach to bank condition," Journal of Banking & Finance, Elsevier, vol. 9(2), pages 253-266, June.
  15. Edmister, Robert O., 1972. "An Empirical Test of Financial Ratio Analysis for Small Business Failure Prediction," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(02), pages 1477-1493, March.
  16. Meyer, Paul A & Pifer, Howard W, 1970. "Prediction of Bank Failures," Journal of Finance, American Finance Association, vol. 25(4), pages 853-68, September.
  17. Gary Whalen & James B. Thomson, 1988. "Using financial data to identify changes in bank condition," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 17-26.
  18. Altman, Edward I. & Haldeman, Robert G. & Narayanan, P., 1977. "ZETATM analysis A new model to identify bankruptcy risk of corporations," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 29-54, June.
  19. Pettway, Richard H, 1976. "Market Tests of Capital Adequacy of Large Commercial Banks," Journal of Finance, American Finance Association, vol. 31(3), pages 865-75, June.
  20. Pettway, Richard H., 1980. "Potential Insolvency, Market Efficiency, and Bank Regulation of Large Commercial Banks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(01), pages 219-236, March.
  21. Peavy, John III & Hempel, George H., 1988. "The Penn Square Bank failure : Effect on commercial bank security returns -- a note," Journal of Banking & Finance, Elsevier, vol. 12(1), pages 141-150, March.
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