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Calculating the probability of failure of the Norwegian banking sector

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  • Andrew Clare
  • Richard Priestley

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  • Andrew Clare & Richard Priestley, "undated". "Calculating the probability of failure of the Norwegian banking sector," CERF Discussion Paper Series 97-02, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Handle: RePEc:bru:brucer:97-02
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    2. Małgorzata Iwanicz-Drozdowska & Erkki K. Laitinen & Arto Suvas, 2018. "Paths of glory or paths of shame? An analysis of distress events in European banking," Bank i Kredyt, Narodowy Bank Polski, vol. 49(2), pages 115-144.
    3. 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.
    4. Tabak, Benjamin M. & Staub, Roberta B., 2007. "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 21(2), pages 188-202, June.
    5. Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O., 2011. "Modeling default probabilities: The case of Brazil," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 513-534, October.
    6. Marcelo Yoshio Takami & Benjamin Miranda Tabak, 2006. "Avaliação Do Risco Sistêmico Do Setor Bancário Brasileiro," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 96, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    7. Kamiya, Hidehiko & Takemura, Akimichi, 2005. "Characterization of rankings generated by linear discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 343-358, February.
    8. Byström, Hans N. E., 2005. "Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market," Working Papers 2005:24, Lund University, Department of Economics, revised 15 May 2005.
    9. 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.
    10. Necmi Avkiran & Lin Cai, 2014. "Identifying distress among banks prior to a major crisis using non-oriented super-SBM," Annals of Operations Research, Springer, vol. 217(1), pages 31-53, June.
    11. Bystrom, Hans N. E., 2004. "The market's view on the probability of banking sector failure: cross-country comparisons," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 419-438, December.
    12. firano, zakaria, 2011. "Probability of default using APT model: Case of Moroccan banking system," MPRA Paper 95342, University Library of Munich, Germany.

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