نتایج جستجو برای: bank failures
تعداد نتایج: 102355 فیلتر نتایج به سال:
A controversial issue in the literature on banking regulation is whether there is contagion risk, or not. This paper derives a framework to test for contagion risk and applies it to a data set of monthly bank failures under the US National Banking System from 1880 till 1936. To capture the count nature of bank failure data, an autoregressive Poisson model is used. The empirical results indicate...
Experience from the banking crises during the past two decades suggest that advanced prediction models are needed for helping prevent bank failures. This paper compares the ability of artificial neural networks and support vector machines in predicting bank failures. Although artificial neural networks have widely been applied complex problems in business, the literature utilizing support vecto...
This paper considers the joint role of macroeconomic and bankspecific factors in explaining the occurrence of bank failures. As bank failures are, fortunately, rare, we apply a regression model, based on extreme value theory, that turns out to be more effective than classical logistic regression models. The application of this model to the occurrence of bank defaults in Italy shows that, while ...
We propose a simple model of the banking system and analyze stochastic stability of inter-bank lending. The monetary reserves of banks are modeled as a system of interacting Feller diffusions. The model is simple enough for mathematical analysis, yet captures how lending preferences of banks affect possible multiple bank failures. In our model we quantify the lending preference from one bank to...
In the aftermath of global financial crisis EU bank resolution regime went through fundamental changes that seek to preserve stability and ensure continuity critical functions. The same cannot be said insolvency rules applicable non-financial enterprises. Unlike with its macroprudential proactive focus, law has largely remained microprudential reactive. Admittedly, unlike failures, corporate in...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید