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Crisis Bancaria y Medicion de Riesgo de Default. Metodos y el Caso de los Bancos Cooperativos en Argentina

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  • Marcelo Dabos

    (Department of Economics, Universidad de San Andres)

Abstract

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Suggested Citation

  • Marcelo Dabos, 1996. "Crisis Bancaria y Medicion de Riesgo de Default. Metodos y el Caso de los Bancos Cooperativos en Argentina," Working Papers 12, Universidad de San Andres, Departamento de Economia, revised Jul 1996.
    • Handle: RePEc:sad:wpaper:12
    as

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    File URL: https://webacademicos.udesa.edu.ar/pub/econ/doc12.pdf
    File Function: First version, 1996
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    References listed on IDEAS

    as
    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. 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(1), pages 219-236, March.
    3. Martin, Daniel, 1977. "Early warning of bank failure : A logit regression approach," Journal of Banking & Finance, Elsevier, vol. 1(3), pages 249-276, November.
    4. Santomero, Anthony M. & Vinso, Joseph D., 1977. "Estimating the probability of failure for commercial banks and the banking system," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 185-205, October.
    5. Ohlson, Ja, 1980. "Financial Ratios And The Probabilistic Prediction Of Bankruptcy," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 109-131.
    6. 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.
    7. Sinkey, Joseph F, Jr, 1978. "Identifying "Problem" Banks: How Do the Banking Authorities Measure a Bank's Risk Exposure?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 10(2), pages 184-193, May.
    8. Meyer, Paul A & Pifer, Howard W, 1970. "Prediction of Bank Failures," Journal of Finance, American Finance Association, vol. 25(4), pages 853-868, September.
    9. Sinkey, Joseph F., 1977. "Identifying Large Problem/Failed Banks: The Case of Franklin National Bank of New York," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(5), pages 779-800, December.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. César Augusto Corredor Velandia & Stefano Vega Mazzeo, 2012. "Análisis de corto plazo del contagio de variables y noticias financieras en estados unidos y Colombia," Revista de Economía del Caribe 10281, Universidad del Norte.
    2. Salvador Marín Hernández & Ester Gras Gil & Marcos Antón Renart, 2011. "Financial information and restructuring of spanish savings banks in a context of crisis. Changes in the regulation; content and evolution of FROB," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 73, pages 99-126, October.
    3. Marcelo Dabos & Daniel Aromi, 2001. "Measuring the Level of Competition in the Argentine Banking Industry," Working Papers 34, Universidad de San Andres, Departamento de Economia, revised May 2001.
    4. Roberto Cortes Conde, 2008. "Spanish America Colonial Patterns: The Rio de La Plata," Working Papers 96, Universidad de San Andres, Departamento de Economia, revised Mar 2008.
    5. Pedro Pou, 1997. "What lessons can be learned from recent financial crises? : the Argentine experience," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 141-167.

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    Keywords

    crisis; banks; default; Argentina;
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