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Bank Failures: Review and Comparison of Prediction Models
SSRN Electronic Journal, 2020The interest in banks’ bankruptcy prediction has rapidly increased especially after the 2008-2009 global financial crisis. The relevant consequences of bankruptcy cases have indeed highlighted the necessity for managers and regulators to develop and adopt appropriate early warning systems.
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An examination of misclassifications with bank failure prediction models
Journal of Economics and Business, 1989Abstract Unlike prior work in the area of bank failure prediction, this article focuses on misclassifications: the individual banks that were predicted by a model to fail and yet have not, and those predicted to survive and yet have failed. The concern here is with the profile of these misclassified banks and the causes of their success or failure ...
Stephen W. Looney +2 more
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Using bank financial rations to predict bank failures
2012U radu autori prezentiraju dosadašnja provedena istraživanja o predviđanju bankovnih kriza te ulozi odabranih računovodstvenih informacija i financijskih pokazatelja u predviđanju propasti banaka.
Filipović, Ivica, Kusanović, Tino
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Bank undercutting and tension failure by groundwater seepage: predicting failure mechanisms
Earth Surface Processes and Landforms, 2013ABSTRACTGroundwater seepage can lead to the erosion and failure of streambanks and hillslopes. Two groundwater instability mechanisms include (i) tension failure due to the seepage force exceeding the soil shear strength or (ii) undercutting by seepage erosion and eventual mass failure.
Garey A. Fox, Rachel G. Felice
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A novelty detection machine and its application to bank failure prediction
Neurocomputing, 2014Novelty detection has been well-studied for many years and has found a wide range of applications, but correctly identifying the outliers is still a hard problem because of the diverse variation and the small quantity of such outliers. We address the problem using several distinct characteristics of the outliers and the normal patterns.
Shukai Li, Whye Loon Tung, Wee Keong Ng
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2014
Commercial bank failure or corporate failure prediction has been studied in advanced countries (Altman, 1968) and developing countries like Nigeria (Osaze, 1981). Both showed the ratio of retained earnings/total asset as most significant in a failing firm.
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Commercial bank failure or corporate failure prediction has been studied in advanced countries (Altman, 1968) and developing countries like Nigeria (Osaze, 1981). Both showed the ratio of retained earnings/total asset as most significant in a failing firm.
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Predicting bank failures using a hazard model: the Venezuelan banking crisis
Emerging Markets Review, 2002Abstract This paper uses a proportional-hazard model with time-varying covariates to determine the financial indicators that could have predicted the bank failures during the 1994–1995 Venezuelan banking crisis. A proportional-hazard model is an adequate econometric tool to analyze this case of limited cross-sectional financial information.
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Coordinated failure? A cross-country bank failure prediction model
2005This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model that allows for cross-correlation of the error terms.
Montgomery, Heather +2 more
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ARIMA models for bank failures: Prediction and comparison
2011The number of bank failures has increased dramatically over the last twenty-two years. A common notion in economics is that some banks can become "too big to fail." Is this still a true statement? What is the relationship, if any, between bank sizes and bank failures?
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