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Author : James Kolari
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (318 download)
Download or read book Predicting Large U.S. Commercial Bank Failures written by James Kolari and published by . This book was released on 2000 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James W. Kolari
Publisher :
ISBN 13 :
Total Pages : 45 pages
Book Rating : 4.:/5 (11 download)
Download or read book Predicting Large U.S. Commercial Bank Failures written by James W. Kolari and published by . This book was released on 2000 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hongjun Hou
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Predicting Commercial Bank Failure written by Hongjun Hou and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aslı Demirgüç-Kunt
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.3/5 ( download)
Download or read book Modeling Large Commercial-bank Failures written by Aslı Demirgüç-Kunt and published by . This book was released on 1989 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Aitemine Aghimien
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (961 download)
Download or read book Capital Market Prediction of Large Commercial Bank Failures written by Peter Aitemine Aghimien and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joseph F. Sinkey
Publisher : JAI Press(NY)
ISBN 13 :
Total Pages : 328 pages
Book Rating : 4.3/5 (117 download)
Download or read book Problem and Failed Institutions in the Commercial Banking Industry written by Joseph F. Sinkey and published by JAI Press(NY). This book was released on 1979 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (15 download)
Download or read book Monitoring Bank Failures in a Data-Rich Environment written by and published by . This book was released on 2018 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops a monitoring and forecasting model for the aggregate monthly number of commercial bank failures in the U.S. We extract key sectoral predictors from the large set of macroeconomic variables proposed by McCracken and Ng (2016) and incorporate them in a hurdle negative binomial model to predict the number of monthly commercial bank failures. We uncover a strong and robust relationship between the predictor synthesizing housing industry variables and bank failures. This relationship suggests the existence of a link between developments in the housing sector and the vulnerability of commercial banks to non-performing loans increases and asset deterioration. We assess different specifications.
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Monitoring Bank Failures in a Data-Rich Environment written by and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops a monitoring and forecasting model for the aggregate monthly number of commercial bank failures in the U.S. We extract key sectoral predictors from the large set of macroeconomic variables proposed by McCracken and Ng (2016) and incorporate them in a hurdle negative binomial model to predict the number of monthly commercial bank failures. We uncover a strong and robust relationship between the predictor synthesizing housing industry variables and bank failures. This relationship suggests the existence of a link between developments in the housing sector and the vulnerability of commercial banks to non-performing loans increases and asset deterioration. We assess different specifications.
Author : Karim A. Dhanani
Publisher :
ISBN 13 :
Total Pages : 286 pages
Book Rating : 4.:/5 (132 download)
Download or read book An Empirical Study of Financially Distressed Commercial Banks written by Karim A. Dhanani and published by . This book was released on 1986 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Han Hong
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book Systemic Funding Liquidity Risk and Bank Failures written by Han Hong and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine the roles of idiosyncratic and systemic funding liquidity risks in bank failures. We estimate a discrete-time hazard model of bank failure using data of U.S. commercial banks between 1985 and 2004, and examine its out-of-sample forecasting performance between 2005 and 2011. The out-of-sample performance comparison shows this model outperforms typical bank failure prediction models. We find that systemic funding liquidity risk, as measured by the interbank interest rate spread, was a major predictor of bank failures in 2008 and 2009. This finding has important implications for the new international standards on liquidity risk management.
Author : Ms.Brenda Gonzalez-Hermosillo
Publisher : International Monetary Fund
ISBN 13 : 1451845162
Total Pages : 115 pages
Book Rating : 4.4/5 (518 download)
Download or read book Determinants of Ex-Ante Banking System Distress written by Ms.Brenda Gonzalez-Hermosillo and published by International Monetary Fund. This book was released on 1999-03-01 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper empirically analyzes the contribution of microeconomic and macroeconomic factors in five recent episodes of banking system problems in the U.S. Southwest (1986–92), Northeast (1991–92), and California (1992–93); Mexico (1994–95); and Colombia (1982–87). The paper finds that a low capital equity and reserve coverage of problem loans ratio is a leading indicator of bank distress, signaling a high likelihood of near-term failure. Distress is shown to be a function of the same fundamental macro-micro sources of risk that determine bank failures. Focusing on distress has the advantage that the fragility of the banking system can be assessed before a crisis actually occurs.
Author : James R. Barth
Publisher : Routledge
ISBN 13 :
Total Pages : 246 pages
Book Rating : 4.F/5 ( download)
Download or read book The Future of American Banking written by James R. Barth and published by Routledge. This book was released on 1992 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Higher Estimated Costs Based on Problem-Bank Failures
Download or read book Commercial Bank Failures During the Great Recession written by and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aslı Demirgüç-Kunt
Publisher :
ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.:/5 (23 download)
Download or read book Modeling Large Commercial-bank Failures written by Aslı Demirgüç-Kunt and published by . This book was released on 1990 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Emmanuel U. Mgboji
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)
Download or read book A Quantitative Analysis of Bank Failures in the United States written by Emmanuel U. Mgboji and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. S. Barr
Publisher : Springer Science & Business Media
ISBN 13 : 9780792398448
Total Pages : 466 pages
Book Rating : 4.3/5 (984 download)
Download or read book Interfaces in Computer Science and Operations Research written by R. S. Barr and published by Springer Science & Business Media. This book was released on 1996-12-31 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: The disciplines of computer science and operations research (OR) have been linked since their origins, each contributing to the dramatic advances of the other. This work explores the connections between these key technologies: how high-performance computing methods have led to advances in OR de ployment, and how OR has contributed to the design and development of ad vanced systems. The collected writings-from researchers and practitioners in Computer Science, Operations Research, Management Science, and Artificial Intelligence-were among those delivered at the Fifth INFORMS Computer Science Technical Section Conference in Dallas, Texas, January 8-10, 1996. The articles advance both theory and practice. Presented are new approaches to complex problems based on: metaheuristics (neural networks, genetic al gorithms, and Tabu Search), optimization and mathematical programming, stochastic methods, constraint programming, and logical analysis. These ad vanced methodologies are applied to new applications in such areas as: telecom munications network design, financial engineering, manufacturing, project man agement, and forecasting, airline and machine scheduling, vehicle routing, mod eling and decision support systems. Featured is a remarkable paper by keynote speaker Fred Glover, creator of the Tabu Search family of metaheuristics. In it he develops the principles of memory-based heuristic methods, contrasts them with the popular genetic algorithms and simulated annealing, provides a sweeping survey of application vignettes, and points to promising avenues for future research.
Author : Florian Schaffner
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (13 download)
Download or read book Predicting US Bank Failures with Internet Search Volume Data written by Florian Schaffner and published by . This book was released on 2016 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study investigates how well weekly Google search volumes track and predict bank failures in the United States between 2007 and 2012, contributing to the expanding literature that exploits internet data for the prediction of events. Different duration models with time-varying covariates are estimated. Higher Google search volumes go hand in hand with higher failure rates, and the coefficients for the Google volume growth index are highly significant. However, Google's predictive power quickly dissipates for future failure rates.
