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Bank Risk Proxies and the Crisis of 2007/09: A Comparison

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  • Noth, Felix
  • Tonzer, Lena

Abstract

Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well-suited complement to the Z-score in studies of bank risk.

Suggested Citation

  • Noth, Felix & Tonzer, Lena, 2015. "Bank Risk Proxies and the Crisis of 2007/09: A Comparison," IWH Discussion Papers 13/2015, Halle Institute for Economic Research (IWH).
    • Handle: RePEc:zbw:iwhdps:iwh-13-15
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    Cited by:

    1. Xia Chen & Chun-Ping Chang, 2021. "The shocks of natural hazards on financial systems," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 105(3), pages 2327-2359, February.
    2. Noth, Felix & Schüwer, Ulrich, 2017. "Natural disasters and bank stability: Evidence from the U.S. financial system," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168263, Verein für Socialpolitik / German Economic Association.
    3. Noth, Felix & Schüwer, Ulrich, 2018. "Natural disasters and bank stability: Evidence from the U.S. financial system," SAFE Working Paper Series 167, Leibniz Institute for Financial Research SAFE, revised 2018.
    4. Holtemöller, Oliver & Scherer, Jan-Christopher, 2018. "Sovereign Stress, Banking Stress, and the Monetary Transmission Mechanism in the Euro Area," ADBI Working Papers 811, Asian Development Bank Institute.
    5. Gerti Shijaku, 2018. "Does Primary Sovereignty Risk Matter for Bank Stability? Evidence from the Albanian Banking System," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 16(2), pages 115-145.

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    More about this item

    Keywords

    Banking; Financial Institutions; Risk Proxie;
    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
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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