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Early warning models for bank supervision: Simpler could be better

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Cited by:

  1. Gerhard Hambusch & Sherrill Shaffer, 2012. "Forecasting Bank Leverage," Working Paper Series 176, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. 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.
  3. Jaizah Othman & Mehmet Asutay, 2018. "Integrated early warning prediction model for Islamic banks: the Malaysian case," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(2), pages 118-130, April.
  4. Guo Li & Lee Sanning & Sherrill Shaffer, 2009. "Statistical opacity in the US banking sector," CAMA Working Papers 2009-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011. "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper 37043, University Library of Munich, Germany.
  6. Shaffer, Sherrill, 2007. "Equity duration and convexity when firms can fail or stagnate," Finance Research Letters, Elsevier, vol. 4(4), pages 233-241, December.
  7. Mehrez Ben Slama & Dhafer Saidane & Hassouna Fedhila, 2012. "How to identify targets in the M&A banking operations? Case of cross-border strategies in Europe by line of activity," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 209-240, February.
  8. Marina Yu. Malkina & Anton O. Ovcharov, 2019. "Financial Stress Index as a Generalized Indicator of Financial Instability," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 38-54, June.
  9. Li, Guo & Shaffer, Sherrill, 2015. "Reciprocal brokered deposits, bank risk, and recent deposit insurance policy," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 366-384.
  10. repec:zbw:bofitp:2004_021 is not listed on IDEAS
  11. Buchholst, Birgitte Vølund & Rangvid, Jesper, 2013. "Leading indicators of distress in Danish banks in the period 2008-12," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2013(2), pages 176-206.
  12. Ward, Felix, 2014. "Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors," Bonn Econ Discussion Papers 01/2014, University of Bonn, Bonn Graduate School of Economics (BGSE).
  13. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
  14. Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Post-Print halshs-01281948, HAL.
  15. K. Batu Tunay, 2010. "Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 4(1), pages 9-46.
  16. Zeineb Affes & Rania Hentati-Kaffel, 2019. "Predicting US Banks Bankruptcy: Logit Versus Canonical Discriminant Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 199-244, June.
  17. Zeineb Affes & Rania Hentati-Kaffel, 2016. "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01281948, HAL.
  18. Giuseppe Montesi & Giovanni Papiro, 2018. "Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †," Risks, MDPI, vol. 6(3), pages 1-54, August.
  19. Maria Ludovica Drudi & Stefano Nobili, 2021. "A liquidity risk early warning indicator for Italian banks: a machine learning approach," Temi di discussione (Economic working papers) 1337, Bank of Italy, Economic Research and International Relations Area.
  20. Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013. "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4510-4533.
  21. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
  22. Shu Hui Lan & Jia Yi Cheng & Sheng Guo, 2016. "How to Build up the Loan - Evaluation System toward Small and Medium Enterprises between Taiwan and China’s Commercial Banks？ The Application for Multi Criteria Decision Making," International Business Research, Canadian Center of Science and Education, vol. 9(3), pages 121-142, March.
  23. Guo, Lin & Prezas, Alexandros P., 2019. "Market monitoring and influence: evidence from deposit pricing and liability composition from 1986 to 2013," Journal of Financial Stability, Elsevier, vol. 43(C), pages 146-166.
  24. McNulty, James E. & Akhigbe, Aigbe, 2017. "What do a bank’s legal expenses reveal about its internal controls and operational risk?," Journal of Financial Stability, Elsevier, vol. 30(C), pages 181-191.
  25. Harlan L. Etheridge & Kathy H. Y. Hsu, 2015. "Minimizing the Costs of Using Models to Assess the Financial Health of Banks," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 5(11), pages 9-18, November.
  26. 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.
  27. Harlan L. Etheridge & Kathy H. Y. Hsu, 2015. "Minimizing the Costs of Using Models to Assess the Financial Health of Banks," International Journal of Business and Social Research, LAR Center Press, vol. 5(11), pages 9-18, November.
  28. Radu Muntean, 2009. "Early Warning Models for Banking Supervision in Romania," Advances in Economic and Financial Research - DOFIN Working Paper Series 39, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  29. Gerhard Hambusch & Sherrill Shaffer, 2016. "Forecasting bank leverage: an alternative to regulatory early warning models," Journal of Regulatory Economics, Springer, vol. 50(1), pages 38-69, August.
  30. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
  31. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
  32. Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
  33. Tinevimbo Santu Chokuda & Njabulo Nkomazana & Wilford Mawanza, 2017. "A Bank Failure Prediction Model for Zimbabwe: A Corporate Governance Perspective," Journal of Economics and Behavioral Studies, AMH International, vol. 9(1), pages 207-216.
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