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Modeling large commercial-bank failures: a simultaneous-equation analysis

Author

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  • Asli Demirgüč-Kunt

Abstract

The development of a model of large-bank failures that studies insolvency and failure simultaneously and that recognizes economic, political, and bureaucratic constraints faced by regulators.

Suggested Citation

  • Asli Demirgüč-Kunt, 1989. "Modeling large commercial-bank failures: a simultaneous-equation analysis," Working Papers (Old Series) 8905, Federal Reserve Bank of Cleveland.
    • Handle: RePEc:fip:fedcwp:8905
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    Citations

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    Cited by:

    1. Paola Bongini & Stijn Claessens & Giovanni Ferri, 2001. "The Political Economy of Distress in East Asian Financial Institutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 19(1), pages 5-25, February.
    2. Christophe Godlewski, 2004. "Excess Credit Risk and Bank’s Default Risk An Application of Default Prediction’s Models to Banks from Emerging Market Economies," Finance 0409028, University Library of Munich, Germany.
    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. Asli Demirgüč-Kunt, 1991. "On the valuation of deposit institutions," Working Papers (Old Series) 9104, Federal Reserve Bank of Cleveland.
    5. Jia Xin Xu & Naiwen Li & Muhammad Ishfaq Ahmad, 2018. "Banking performance of China and Pakistan," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 5(4), pages 929-942, June.
    6. Rebel Cole & Jeffery Gunther, 1998. "Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(2), pages 103-117, April.
    7. Jia Xin Xu & Naiwen Li & Muhammad Ishfaq Ahmad, 2018. "Banking performance of China and Pakistan," Post-Print hal-01858559, HAL.
    8. Linda M. Hooks, 1995. "Bank Asset Risk: Evidence From Early‐Warning Models," Contemporary Economic Policy, Western Economic Association International, vol. 13(4), pages 36-50, October.
    9. James B. Thomson, 1991. "Predicting bank failures in the 1980s," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q I), pages 9-20.

    More about this item

    Keywords

    Bank failures;

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