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Assessing the risk of bank failure

Author

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  • Gregory R. Gajewski

Abstract

No abstract is available for this item.

Suggested Citation

  • Gregory R. Gajewski, 1989. "Assessing the risk of bank failure," Proceedings 250, Federal Reserve Bank of Chicago.
  • Handle: RePEc:fip:fedhpr:250
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    Citations

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    Cited by:

    1. William James Adams & Elijah Brewer & Hesna Genay & Paula R. Worthington, 1997. "A Trojan horse or the golden fleece? small business investment companies and government guarantees," Working Paper Series, Issues in Financial Regulation WP-97-22, Federal Reserve Bank of Chicago.
    2. Chernykh, Lucy & Cole, Rebel A., 2015. "How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal," Journal of Financial Stability, Elsevier, vol. 20(C), pages 131-143.
    3. Cole, Rebel A. & Wu, Qiongbing, 2009. "Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures," MPRA Paper 24688, University Library of Munich, Germany, revised 01 Aug 2010.
    4. 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.
    5. Ijaz Hussain, 2013. "Estimating Firms’ Vulnerability to Short-Term Financing Shocks: The Case of Foreign Exchange Companies in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(2), pages 147-163, July-Dec.
    6. Andrew Logan, 2001. "The United Kingdom's small banks' crisis of the early 1990s: what were the leading indicators of failure?," Bank of England working papers 139, Bank of England.

    More about this item

    Keywords

    Risk; Bank failures;

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