Determinants of Bank Distress in Europe: Evidence from a New Data Set
Author
Abstract
Suggested Citation
DOI: 10.1007/s10693-011-0103-1
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Cole, Rebel A. & Gunther, Jeffery W., 1995.
"Separating the likelihood and timing of bank failure,"
Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1073-1089, September.
- Rebel A. Cole & Jeffery W. Gunther, 1993. "Separating the likelihood and timing of bank failure," Finance and Economics Discussion Series 93-20, Board of Governors of the Federal Reserve System (U.S.).
- Rebel A. Cole & Jeffery W. Gunther, 1993. "Separating the likelihood and timing of bank failure," Financial Industry Studies Working Paper 93-2, Federal Reserve Bank of Dallas.
- Huang, Rocco & Ratnovski, Lev, 2011.
"The dark side of bank wholesale funding,"
Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 248-263, April.
- Rocco Huang & Lev Ratnovski, 2009. "The dark side of bank wholesale funding," Working Papers 09-3, Federal Reserve Bank of Philadelphia.
- Huang, Rocco & Ratnovski, Lev, 2010. "The dark side of bank wholesale funding," Working Paper Series 1223, European Central Bank.
- Mr. Lev Ratnovski & Rocco Huang, 2010. "The Dark Side of Bank Wholesale Funding," IMF Working Papers 2010/170, International Monetary Fund.
- Andrew Berg & Eduardo Borensztein & Catherine Pattillo, 2005.
"Assessing Early Warning Systems: How Have They Worked in Practice?,"
IMF Staff Papers, Palgrave Macmillan, vol. 52(3), pages 1-5.
- Mr. Andrew Berg & Mr. Eduardo Borensztein & Ms. Catherine A Pattillo, 2004. "Assessing Early Warning Systems: How Have they Worked in Practice?," IMF Working Papers 2004/052, International Monetary Fund.
- Allen, Franklin & Gale, Douglas, 2004.
"Competition and Financial Stability,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 453-480, June.
- Franklin Allen & Douglas Gale, 2004. "Competition and financial stability," Proceedings, Federal Reserve Bank of Cleveland, pages 453-486.
- 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.
- Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2006. "Bank concentration, competition, and crises: First results," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1581-1603, May.
- Flannery, Mark J, 1998. "Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(3), pages 273-305, August.
- Charles W. Calomiris & Joseph R. Mason, 2000.
"Causes of U.S. Bank Distress During the Depression,"
NBER Working Papers
7919, National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Joseph R. Mason, 2001. "Causes of U.S. bank distress during the depression," Proceedings 714, Federal Reserve Bank of Chicago.
- Obeua S. Persons, 1999. "Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies," Multinational Finance Journal, Multinational Finance Journal, vol. 3(2), pages 127-145, June.
- Arturo Estrella & Sangkyun Park & Stavros Peristiani, 2000. "Capital ratios as predictors of bank failure," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 33-52.
- John H. Boyd & Gianni De Nicoló, 2005. "The Theory of Bank Risk Taking and Competition Revisited," Journal of Finance, American Finance Association, vol. 60(3), pages 1329-1343, June.
- Mr. Martin Cihak & Mr. Klaus Schaeck, 2007. "How Well Do Aggregate Bank Ratios Identify Banking Problems?," IMF Working Papers 2007/275, International Monetary Fund.
- Kick, Thomas & Koetter, Michael, 2007.
"Slippery slopes of stress: Ordered failure events in German banking,"
Journal of Financial Stability, Elsevier, vol. 3(2), pages 132-148, July.
- 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.
- Bongini, Paola & Laeven, Luc & Majnoni, Giovanni, 2002. "How good is the market at assessing bank fragility? A horse race between different indicators," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 1011-1028, May.
- Liliana Rojas-Suarez, 2001. "Rating Banks in Emerging Markets: What Credit Rating Agencies Should Learn from Financial Indicators," Working Paper Series WP01-6, Peterson Institute for International Economics.
- David C. Wheelock & Paul W. Wilson, 2000.
"Why do Banks Disappear? The Determinants of U.S. Bank Failures and Acquisitions,"
The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 127-138, February.
- David C. Wheelock & Paul W. Wilson, 1995. "Why do banks disappear? The determinants of U.S. bank failures and acquisitions," Working Papers 1995-013, Federal Reserve Bank of St. Louis.
- Demirguc, Asli & Detragiache, Enrica, 2000.
"Monitoring Banking Sector Fragility: A Multivariate Logit Approach,"
The World Bank Economic Review, World Bank, vol. 14(2), pages 287-307, May.
- Ms. Enrica Detragiache & Asli Demirgüç-Kunt, 1999. "Monitoring Banking Sector Fragility: A Multivariate Logit Approach," IMF Working Papers 1999/147, International Monetary Fund.
- 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.
- Demirguc-Kunt, Asli & Detragiache, Enrica, 1999. "Monitoring banking sector fragility : a multivariate logit approach with an application to the 1996-97 banking crises," Policy Research Working Paper Series 2085, The World Bank.
- Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," The Journal of Business, University of Chicago Press, vol. 74(1), pages 101-124, January.
- Arena, Marco, 2008.
"Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using bank-level data,"
Journal of Banking & Finance, Elsevier, vol. 32(2), pages 299-310, February.
- Marco Arena, 2005. "Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data," Staff Working Papers 05-19, Bank of Canada.
- Heider, Florian & Gropp, Reint E., 2008. "The Determinants of Capital Structure: Some Evidence from Banks," ZEW Discussion Papers 08-015, ZEW - Leibniz Centre for European Economic Research.
- Kevin C. Murdock & Thomas F. Hellmann & Joseph E. Stiglitz, 2000. "Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?," American Economic Review, American Economic Association, vol. 90(1), pages 147-165, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mr. Tigran Poghosyan & Mr. Martin Cihak, 2009. "Distress in European Banks: An Analysis Basedon a New Dataset," IMF Working Papers 2009/009, International Monetary Fund.
- Chiaramonte, Laura & Casu, Barbara, 2017. "Capital and liquidity ratios and financial distress. Evidence from the European banking industry," The British Accounting Review, Elsevier, vol. 49(2), pages 138-161.
- Thomas Kick & Esteban Prieto, 2015. "Bank Risk and Competition: Evidence from Regional Banking Markets," Review of Finance, European Finance Association, vol. 19(3), pages 1185-1222.
- 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.
- Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2014.
"Predicting distress in European banks,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 225-241.
- Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013. "Predicting distress in European banks," Working Paper Series 1597, European Central Bank.
- Koresh Galil & Margalit Samuel & Offer Moshe Shapir & Wolf Wagner, 2023. "Bailouts and the modeling of bank distress," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 7-30, February.
- 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.
- repec:erf:erfstu:78 is not listed on IDEAS
- Calice, Pietro, 2014. "Predicting bank insolvency in the Middle East and North Africa," Policy Research Working Paper Series 6969, The World Bank.
- 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.
- Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
- Chiaramonte, Laura & Croci, Ettore & Poli, Federica, 2015. "Should we trust the Z-score? Evidence from the European Banking Industry," Global Finance Journal, Elsevier, vol. 28(C), pages 111-131.
- Evžen Kočenda & Ichiro Iwasaki, 2022.
"Bank survival around the world: A meta‐analytic review,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 108-156, February.
- Evzen Kocenda & Ichiro Iwasaki, 2021. "Bank Survival Around the World: A Meta-Analytic Review," Working Papers IES 2021/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
- Kočenda, Evžen & Iwasaki, Ichiro, 2021. "Bank Survival Around the World A Meta‐Analytic Review," CEI Working Paper Series 2021-02, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Muhammad Suhail Rizwan & Muhammad Moinuddin & Barbara L’Huillier & Dawood Ashraf, 2018. "Does a one-size-fits-all approach to financial regulations alleviate default risk? The case of dual banking systems," Journal of Regulatory Economics, Springer, vol. 53(1), pages 37-74, February.
- 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.
- Fungáčová, Zuzana & Weill, Laurent, 2009.
"How market power influences bank failures : Evidence from Russia,"
BOFIT Discussion Papers
12/2009, Bank of Finland, Institute for Economies in Transition.
- Zuzana Fungacova & Laurent Weill, 2010. "How Market Power Influences Bank Failures Evidence from Russia," Working Papers of LaRGE Research Center 2010-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- repec:zbw:bofitp:2009_012 is not listed on IDEAS
- Fungáčová, Zuzana & Weill, Laurent, 2009.
"How market power influences bank failures: Evidence from Russia,"
BOFIT Discussion Papers
12/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
- Zuzana Fungacova & Laurent Weill, 2010. "How Market Power Influences Bank Failures Evidence from Russia," Working Papers of LaRGE Research Center 2010-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- El Moussawi, Chawki & Mansour, Rana, 2022. "Competition, cost efficiency and stability of banks in the MENA region," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 143-170.
- Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min, 2012. "How does bank competition affect systemic stability ?," Policy Research Working Paper Series 5981, The World Bank.
- Assaf, A. George & Berger, Allen N. & Roman, Raluca A. & Tsionas, Mike G., 2019. "Does efficiency help banks survive and thrive during financial crises?," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 445-470.
- Stefan Morkoetter & Matthias Schaller & Simone Westerfeld, 2014. "The Liquidity Dynamics of Bank Defaults," European Financial Management, European Financial Management Association, vol. 20(2), pages 291-320, March.
More about this item
Keywords
Bank distress; Banking regulation; Basel II Accord; Market discipline; G21; G28;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:jfsres:v:40:y:2011:i:3:p:163-184. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.