Results 271 to 280 of about 4,611,339 (304)

Analyzing Performance of Banks & Predicting Bank Failure

SSRN Electronic Journal, 2014
This paper evaluates the performance of 6 Indian banks by using CAMEL method. HDFC bank is rated 1st and performing well among its peers, on the other hand Bank of India is rated 3rd and needs attention of supervisors. Discriminant analysis is used in this paper and finds out the important ratios which help in predicting financially unstable banks 1 ...
Jayant Gautam, Neha Joshi, Saurabh Singh, Devendra Kumar   +3 more
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Uncertain times and early predictions of bank failure

Financial Review, 2018
AbstractThe Great Financial Crisis shows that bank failure in the United States, while rare, is a concern during uncertain times. Interest here is in the ability to predict future failures at the start of a crisis, when the recent past has few events on which to base inferences.
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Predicting Bank Financial Failures using Random Forest

2018 International Workshop on Big Data and Information Security (IWBIS), 2018
In 1994, there was an economic crisis in Turkey. Many banks were declared failed because of the negative impact from the crisis. The failure of individual banks has a huge impact on the real sector, households and can even cause knock-on effects for other banks. Therefore, it is important to predict bank failure.
Zuherman Rustam, Glori Stephani Saragih
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New directions in predicting bank failures: The case of small banks

North American Review of Economics and Finance, 1990
Abstract This paper uses five financial accounting ratios with three alternative loan-portfolio diversification measures to classify failures among small commercial banks that occurred during 1984. Classifications for one, two and three years before failure are performed using linear probability, logit, probit, and discriminant analysis models ...
Frederick D. Crowley, Anthony L. Loviscek   +1 more
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Predicting bank failures and intertemporal assessment of bank risk

Journal of Business Research, 1989
Abstract Two concepts currently under consideration that may be used by regulators to compensate for the actuarial differences in risk among insured depository institutions are risk-based capital requirements and risk-based deposit insurance premia. Both concepts, however, require a methodology to assess the riskiness of the institution.
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Bank Failure Prediction with Logistic Regression [PDF]

International Journal of Economics and Financial Issues, 2013
In recent years the economic and financial world is shaken by a wave of financial crisis and resulted in violent bank fairly huge losses. Several authors have focused on the study of the crises in order to develop an early warning model. It is in the same path that our work takes its inspiration.
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How Predictable Were the Bank Failures of 2008?

SSRN Electronic Journal, 2009
We examine the time series behavior of the stock prices and bond yields of a set of large banks and financial institutions that failed or were taken over in distress in 2008. We find evidence that both the risk-neutral probability of default implied by bond yields and the steady decline in stock prices preceded the eventual defaults by several quarters.
Jeremy Berkowitz, Praveen Kumar, Nisan Langberg   +2 more
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Predicting Bank Failures: The Role of Structure in Affecting

Applied Economics, 1987
The acceleration in the number of US bank failures during recent years provides valuable data for developing bank failure prediction models. A probit models which incorporates various bank structure variables as well as traditional financial ratios is used to explain bank failures during the 1982—3 period.
Burton A. abrams, Cliff J. Huang
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Predicting the US bank failure: A discriminant analysis

Economic Analysis and Policy, 2014
Abstract Using discriminant analysis, we trace the US bank failures during the period from 2007 to 2010 to poor investment decisions and large exposure to systemic risk channels. Specifically, we find that the proportion of illiquid loans in their books and the exposure to the interbank funding markets are the main predictors of bank failures.
Raymond A.K. Cox, Grace W.-Y. Wang
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Predicting bank failures by using banking performance and condition ratios

2020
I analyze the relationship between bank failures that occur in the financial sector and the banking performance and condition ratios. The performance ratio that I chose to use in my analysis is the return on equity and the condition ratios are the capital adequacy ratio, the leverage ratio and the loan-deposit ratio.
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