Establishing On-Site Bank Examination Priorities: An Early-Warning System Using Accounting and Market Information
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hale, Galina & Lopez, Jose A., 2019. "Monitoring banking system connectedness with big data," Journal of Econometrics, Elsevier, vol. 212(1), pages 203-220.
- Catarina Fernandes & Jorge Farinha & Francisco Vitorino Martins & Cesario Mateus, 2018. "Bank governance and performance: a survey of the literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(3), pages 236-256, July.
- Kimmel, Randall K. & Thornton, John H. & Bennett, Sara E., 2016. "Can statistics-based early warning systems detect problem banks before markets?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 190-216.
- Douglas Evanoff & Larry Wall, 2001.
"Sub-debt Yield Spreads as Bank Risk Measures,"
Journal of Financial Services Research,
Springer;Western Finance Association, vol. 20(2), pages 121-145, October.
- Douglas D. Evanoff & Larry D. Wall, 2001. "Sub-debt yield spreads as bank risk measures," Working Paper Series WP-01-03, Federal Reserve Bank of Chicago.
- Douglas D. Evanoff & Larry D. Wall, 2001. "Sub-debt yield spreads as bank risk measures," FRB Atlanta Working Paper 2001-11, Federal Reserve Bank of Atlanta.
- Abou-El-Sood, Heba, 2016. "Are regulatory capital adequacy ratios good indicators of bank failure? Evidence from US banks," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 292-302.
- Colvin, Christopher L. & de Jong, Abe & Fliers, Philip T., 2015.
"Predicting the past: Understanding the causes of bank distress in the Netherlands in the 1920s,"
Explorations in Economic History,
Elsevier, vol. 55(C), pages 97-121.
- Christopher L. Colvin & Abe de Jong & Philip T. Fliers, 2013. "Predicting the Past: Understanding the Causes of Bank Distress in the Netherlands in the 1920s," Working Papers 0035, European Historical Economics Society (EHES).
- Colvin, Christopher L. & de Jong, Abe & Fliers, Philip T., 2014. "Predicting the past: Understanding the causes of bank distress in the Netherlands in the 1920s," QUCEH Working Paper Series 14-04, Queen's University Belfast, Queen's University Centre for Economic History.
- Papanikolaou, Nikolaos I., 2018.
"To be bailed out or to be left to fail? A dynamic competing risks hazard analysis,"
Journal of Financial Stability,
Elsevier, vol. 34(C), pages 61-85.
- Nikolaos I. Papanikolaou, 2017. "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers BAFES12, Department of Accounting, Finance & Economic, Bournemouth University.
- John Krainer & Jose A. Lopez, 2008.
"Using Securities Market Information for Bank Supervisory Monitoring,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 4(1), pages 125-164, March.
- John Krainer & Jose A. Lopez, 2004. "Using securities market information for bank supervisory monitoring," Working Paper Series 2004-05, Federal Reserve Bank of San Francisco, revised 2004.
- Lin, Ching-Chung & Yang, Shou-Lin, 2016. "Bank fundamentals, economic conditions, and bank failures in East Asian countries," Economic Modelling, Elsevier, vol. 52(PB), pages 960-966.
- Angelos Kanas, 2004. "Contagion in banking due to BCCI's failure: evidence from national equity indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 245-255.
- Sumit Sarkar & Ram S. Sriram, 2001. "Bayesian Models for Early Warning of Bank Failures," Management Science, INFORMS, vol. 47(11), pages 1457-1475, November.
- Bremer, Marc & Pettway, Richard H., 2002. "Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure," Pacific-Basin Finance Journal, Elsevier, vol. 10(2), pages 119-139, April.
- Sahut, Jean-Michel & Mili, Mehdi, 2011.
"Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress,"
Elsevier, vol. 28(1), pages 138-146.
- Sahut, Jean-Michel & Mili, Mehdi, 2011. "Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress," Economic Modelling, Elsevier, vol. 28(1-2), pages 138-146, January.
- Wahyudi, Imam & Luxianto, Rizky & Iwani, Niken & Sulung, Liyu Adhika Sari, 2008. "Early Warning System in ASEAN Countries Using Capital Market Index Return: Modified Markov Regime Switching Model," MPRA Paper 59723, University Library of Munich, Germany, revised 16 Jul 2010.
- Polsiri, Piruna & Jiraporn, Pornsit, 2012. "Political connections, ownership structure, and financial institution failure," Journal of Multinational Financial Management, Elsevier, vol. 22(1), pages 39-53.
- Saiful Anwar & A.M Hasan Ali, 2018. "ANNs-BASED EARLY WARNING SYSTEM FOR INDONESIAN ISLAMIC BANKS," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(3), pages 1-18, January.
- repec:kap:jfsres:v:56:y:2019:i:2:d:10.1007_s10693-018-0299-4 is not listed on IDEAS
- Pierluigi Bologna, 2015. "Structural Funding and Bank Failures," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(1), pages 81-113, February.
- repec:ids:ijicbm:v:17:y:2018:i:2:p:125-138 is not listed on IDEAS
- Robert R. Bliss, 2001. "Market discipline and subordinated debt: a review of some salient issues," Economic Perspectives, Federal Reserve Bank of Chicago, issue qi, pages 24-45.
- Fabrizio Ferriani & Wanda Cornacchia & Paolo Farroni & Eliana Ferrara & Francesco Guarino & Francesco Pisanti, 2019. "An early warning system for less significant Italian banks," Questioni di Economia e Finanza (Occasional Papers) 480, Bank of Italy, Economic Research and International Relations Area.
- Vuslat Us, 2015. "The Turkish Banking Sector Before and After the Global Crisis:An Ownership Breakdown," CBT Research Notes in Economics 1502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Fatima Alali & Silvia Romero, 2013. "Characteristics of failed U.S. commercial banks: an exploratory study," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(4), pages 1149-1174, December.
- Sun, Junjie & Wu, Deming & Zhao, Xinlei, 2018. "Systematic risk factors and bank failures," Journal of Economics and Business, Elsevier, vol. 98(C), pages 1-18.
- Maghyereh, Aktham I. & Awartani, Basel, 2014. "Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries," Research in International Business and Finance, Elsevier, vol. 30(C), pages 126-147.
- repec:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0256-z is not listed on IDEAS
- Harrison, Patricia & Ragas, Wade R., 1995. "Financial variables contributing to savings and loan failures from 1980-1989," Review of Financial Economics, Elsevier, vol. 4(2), pages 197-210.
- Bessler, Wolfgang & Kurmann, Philipp, 2014. "Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis," Journal of Financial Stability, Elsevier, vol. 13(C), pages 151-166.
- 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.
- Cleary, Sean & Hebb, Greg, 2016. "An efficient and functional model for predicting bank distress: In and out of sample evidence," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 101-111.
- Katerina Simons & Stephen Cross, 1991. "Do capital markets predict problems in large commercial banks?," New England Economic Review, Federal Reserve Bank of Boston, issue may, pages 51-56.
- James B. Thomson, 1991. "Predicting bank failures in the 1980s," Economic Review, Federal Reserve Bank of Cleveland, issue qi, pages 9-20.
- Alicia García Herrero, 2005. "Determinants of the Venezuelan Banking Crisis of the Mid-1990s: An Event History Analysis," Economía Mexicana NUEVA ÉPOCA, , vol. 0(1), pages 71-115, January-J.
- Goldberg, Lawrence G. & Hudgins, Sylvia C., 1996. "Response of uninsured depositors to impending S&L failures: Evidence of depositor discipline," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 311-325.
- Alex Frino & Stewart Jones & Jin Boon Wong, 2007. "Market behaviour around bankruptcy announcements: evidence from the Australian Stock Exchange," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(4), pages 713-730, December.