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Citations for "Capital ratios as predictors of bank failure"

by Arturo Estrella & Sangkyun Park & Stavros Peristiani

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  1. Roman Kraeussl, . "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," Working Papers 0315, University of Crete, Department of Economics.
  2. Abdelaziz Chazi & Lateef A.M. Syed, 2010. "Risk exposure during the global financial crisis: the case of Islamic banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 3(4), pages 321-333, November.
  3. Koetter, Michael & Kick, Thomas, 2007. "Slippery slopes of stress: ordered failure events in German banking," Discussion Paper Series 2: Banking and Financial Studies 2007,03, Deutsche Bundesbank, Research Centre.
  4. Peresetsky, Anatoly A. & Karminsky, Alexandr A. & Golovan, Sergei V., 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition.
  5. Ehab Zaki & Rahim Bah & Ananth Rao, 2011. "Assessing probabilities of financial distress of banks in UAE," International Journal of Managerial Finance, Emerald Group Publishing, vol. 7(3), pages 304-320, June.
  6. 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.
  7. Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  8. Gerhard Hambusch & Sherrill Shaffer, 2012. "Forecasting Bank Leverage," CAMA Working Papers 2012-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  9. Grégory Levieuge, 2005. "Politique monétaire et prix d'actifs," Revue de l'OFCE, Presses de Sciences-Po, vol. 93(2), pages 317-355.
  10. Cathcart, Lara & El-Jahel, Lina & Jabbour, Ravel, 2015. "Can regulators allow banks to set their own capital ratios?," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 112-123.
  11. Männasoo, Kadri & Mayes, David G., 2009. "Explaining bank distress in Eastern European transition economies," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 244-253, February.
  12. Dupont, Brandon, 2007. "Bank runs, information and contagion in the panic of 1893," Explorations in Economic History, Elsevier, vol. 44(3), pages 411-431, July.
  13. Fiordelisi, Franco & Mare, Davide Salvatore, 2013. "Probability of default and efficiency in cooperative banking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 30-45.
  14. Andrew G. Haldane & Vasileios Madouros, 2012. "El perro y el frisbee," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 13-56, July-Dece.
  15. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2002. "Could a CAMELS downgrade model improve off-site surveillance?," Review, Federal Reserve Bank of St. Louis, issue Jan., pages 47-63.
  16. Daley, J & Matthews, Kent & Whitfield, Keith, 2006. "Too-Big-To-Fail: Bank Failure and Banking Policy in Jamaica," Cardiff Economics Working Papers E2006/4, Cardiff University, Cardiff Business School, Economics Section.
  17. Steven Pottier & David Sommer, 2002. "The Effectiveness of Public and Private Sector Summary Risk Measures in Predicting Insurer Insolvencies," Journal of Financial Services Research, Springer, vol. 21(1), pages 101-116, February.
  18. Huberto M. Ennis, 2004. "Some recent trends in commercial banking," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 41-61.
  19. 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.
  20. Tigran Poghosyan & Martin Čihak, 2011. "Determinants of Bank Distress in Europe: Evidence from a New Data Set," Journal of Financial Services Research, Springer, vol. 40(3), pages 163-184, December.
  21. Andrés Felipe García-Suaza & Jose Eduardo Gómez-González & Andrés Murcia pabón & Feenando tenjo Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," BORRADORES DE ECONOMIA 008305, BANCO DE LA REPÚBLICA.
  22. Gomez-Gonzalez, Jose E. & Kiefer, Nicholas M., 2006. "Bank Failure: Evidence from the Colombia Financial Crisis," Working Papers 06-12, Cornell University, Center for Analytic Economics.
  23. Acharya, Viral V & Schnabl, Philipp & Suarez, Gustavo, 2012. "Securitization Without Risk Transfer," CEPR Discussion Papers 8769, C.E.P.R. Discussion Papers.
  24. John Krainer & Jose A. Lopez, 2003. "How might financial market information be used for supervisory purposes?," Economic Review, Federal Reserve Bank of San Francisco, pages 29-45.
  25. Chen, Sichong, 2013. "How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 1-18.
  26. Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom, 2012. "Fiscal consolidations and banking stability," MPRA Paper 42229, University Library of Munich, Germany.
  27. Koutras, Vasileios M. & Drakos, Konstantinos, 2013. "A migration approach for USA banks' capitalization: Are the 00s the same with the 90s?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 131-140.
  28. Kraft, Evan & Galac, Tomislav, 2007. "Deposit interest rates, asset risk and bank failure in Croatia," Journal of Financial Stability, Elsevier, vol. 2(4), pages 312-336, March.
  29. Jarko Fidrmuc & Philipp J. Süss, 2011. "The Outbreak of the Russian Banking Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(1), pages 046-063, March.
  30. Mauro Gallegati & Gianfranco Giulioni, 2003. "Complex Dynamics and Financial Fragility in an Agent Based Model," Computing in Economics and Finance 2003 86, Society for Computational Economics.
  31. Blum, Jürg M., 2008. "Why 'Basel II' may need a leverage ratio restriction," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1699-1707, August.
  32. Kick, Thomas & Koetter, Michael & Poghosyan, Tigran, 2010. "Recovery determinants of distressed banks: Regulators, market discipline, or the environment?," Discussion Paper Series 2: Banking and Financial Studies 2010,02, Deutsche Bundesbank, Research Centre.
  33. Konstantinos Drakos, 2012. "US banks' capitalization speed-of-adjustment: a microeconometric approach," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 4(3), pages 270-286, August.
  34. Julapa Jagtiani & James Kolari & Catharine Lemieux & Hwan Shin, 2003. "Early warning models for bank supervision: Simpler could be better," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 49-60.
  35. 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.
  36. Balasubramanyan, Lakshmi, 2014. "Differential Capital Requirements: Leverage Ratio versus Risk-Based Capital Ratio from a Monitoring Perspective," Working Paper 1415, Federal Reserve Bank of Cleveland.
  37. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 30(2), pages 49-64.
  38. Sònia Muñoz & Ryan Scuzzarella & Martin Cihák, 2011. "The Bright and the Dark Side of Cross-Border Banking Linkages," IMF Working Papers 11/186, International Monetary Fund.
  39. Birgit Schmitz, 2007. "The impact of Basel I capital regulation on bank deposits and loans: Empirical evidence for Europe," Money Macro and Finance (MMF) Research Group Conference 2006 42, Money Macro and Finance Research Group.
  40. Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21.
  41. Marc Saidenberg & Til Schuermann & May, . "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
  42. Korte, Josef, 2015. "Catharsis—The real effects of bank insolvency and resolution," Journal of Financial Stability, Elsevier, vol. 16(C), pages 213-231.
  43. Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom, 2013. "Fiscal consolidations and bank balance sheets," Working Paper Series 1511, European Central Bank.
  44. Maximilian J.B. Hall, 2001. "The basle Committee's proposals for a new capital adequacy assessment framework: a critique," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(217), pages 111-179.
  45. Robert Bichsel & Jurg Blum, 2004. "The relationship between risk and capital in Swiss commercial banks: a panel study," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 591-597.
  46. Itai Agur, 2009. "Regulatory Competition and Bank Risk Taking," DNB Working Papers 213, Netherlands Central Bank, Research Department.
  47. De Graeve, F. & Kick, T. & Koetter, M., 2008. "Monetary policy and financial (in)stability: An integrated micro-macro approach," Journal of Financial Stability, Elsevier, vol. 4(3), pages 205-231, September.
  48. Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash, 2012. "Determinants of the exit decision of foreign banks in India," MPRA Paper 38722, University Library of Munich, Germany.
  49. Berger, Allen N. & Bouwman, Christa H.S., 2013. "How does capital affect bank performance during financial crises?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 146-176.
  50. De Graeve, Ferre & Kick, Thomas, 2008. "Monetary policy and bank distress: an integrated micro-macro approach," Discussion Paper Series 2: Banking and Financial Studies 2008,03, Deutsche Bundesbank, Research Centre.
  51. Jose E. Gomez-Gonzalez & Nicholas M. Kiefer, . "Explaining time to bank failure in Colombia during the financial crisis of the late 1990s," Borradores de Economia 400, Banco de la Republica de Colombia.
  52. Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007. "Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 62-79, November.
  53. Pasiouras, Fotios & Tanna, Sailesh & Zopounidis, Constantin, 2007. "The identification of acquisition targets in the EU banking industry: An application of multicriteria approaches," International Review of Financial Analysis, Elsevier, vol. 16(3), pages 262-281.
  54. Shaffer, Sherrill, 2007. "Equity duration and convexity when firms can fail or stagnate," Finance Research Letters, Elsevier, vol. 4(4), pages 233-241, December.
  55. Maria del Pilar Castillo & Giácomo Balbinotto, 2012. "Las FARC y los costos del secuestro," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 147-164, July-Dece.
  56. Klaus Schaeck & Simon Wolfe, 2005. "Identifying "Problem Banks" in the German Co-operative and Savings Bank Sector: An Econometric Analysis," Money Macro and Finance (MMF) Research Group Conference 2005 44, Money Macro and Finance Research Group.
  57. Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2009. "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Working Papers 2009-18, Banco de México.
  58. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
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