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Predicting bank failures in the 1980s

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  • James B. Thomson

Abstract

An analysis of U.S. bank failures between 1984 and 1989 that uses a single-equation logit model to discriminate between samples of failed and nonfailed banks for each year in that period.

Suggested Citation

  • James B. Thomson, 1991. "Predicting bank failures in the 1980s," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q I), pages 9-20.
    • Handle: RePEc:fip:fedcer:y:1991:i:qi:p:9-20:n:v.27no.1
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    References listed on IDEAS

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    1. 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.
    2. Gary Whalen, 1991. "A proportional hazards model of bank failure: an examination of its usefulness as an early warning tool," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q I), pages 21-31.
    3. West, Robert Craig, 1985. "A factor-analytic approach to bank condition," Journal of Banking & Finance, Elsevier, vol. 9(2), pages 253-266, June.
    4. Daria B. Caliguire & James B. Thomson, 1987. "FDIC policies for dealing with failed and troubled institutions," Economic Commentary, Federal Reserve Bank of Cleveland, issue Oct.
    5. Asli Demirgüč-Kunt, 1989. "Modeling large commercial-bank failures: a simultaneous-equation analysis," Working Papers (Old Series) 8905, Federal Reserve Bank of Cleveland.
    6. Buser, Stephen A & Chen, Andrew H & Kane, Edward J, 1981. "Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital," Journal of Finance, American Finance Association, vol. 36(1), pages 51-60, March.
    7. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
    8. 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.
    9. Fred C. Graham & James E. Horner, 1988. "Bank failure: an evaluation of the factors contributing to the failure of national banks," Proceedings 210, Federal Reserve Bank of Chicago.
    10. Kane, Edward J., 1986. "Appearance and reality in deposit insurance: The case for reform," Journal of Banking & Finance, Elsevier, vol. 10(2), pages 175-188, June.
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