Comparing early warning systems for banking crises
EP Davis, D Karim - Journal of Financial stability, 2008 - Elsevier
Despite the extensive literature on prediction of banking crises by Early Warning Systems
(EWSs), their practical use by policy makers is limited, even in the international financial …
(EWSs), their practical use by policy makers is limited, even in the international financial …
The evaluation of financial stability and soundness of Lithuanian banks
R Ginevičius, A Podviezko - Economic research-Ekonomska …, 2013 - Taylor & Francis
The successful development of economy is based on effective and stable performance of
commercial banks. The evaluation of stability and soundness of banks is a complex task …
commercial banks. The evaluation of stability and soundness of banks is a complex task …
International finance and growth in developing countries: what have we learned?
M Obstfeld - 2009 - nber.org
Despite an abundance of cross-section, panel, and event studies, there is strikingly little
convincing documentation of direct positive impacts of financial opening on the economic …
convincing documentation of direct positive impacts of financial opening on the economic …
Early warning systems for systemic banking risk: critical review and modeling implications
D Gramlich, G Miller, MV Oet, SJ Ong - Banks and Bank Systems, 2010 - papers.ssrn.com
Growing complexity and episodic turmoil in the financial system call for reassessment of
existing early warning systems (EWSs) for systemic risk. This paper critically reviews the …
existing early warning systems (EWSs) for systemic risk. This paper critically reviews the …
[HTML][HTML] El influjo de cartera vencida como medida de riesgo de crédito: análisis y aplicación al caso de Chile
A Sagner - Revista de análisis económico, 2012 - SciELO Chile
Resumen SAGNER T, ANDRES. EL INFLUJO DE CARTERA VENCIDA COMO MEDIDA DE
RIESGO DE CREDITO: ANALISIS Y APLICACION AL CASO DE CHILE. RAE [online]. 2012 …
RIESGO DE CREDITO: ANALISIS Y APLICACION AL CASO DE CHILE. RAE [online]. 2012 …
Liquidity risk, cash-flow constraints and systemic feedbacks
S Kapadia, M Drehmann, J Elliott, G Sterne - 2012 - degruyter.com
The global financial crisis has served to reiterate the central role of liquidity risk in banking.
Such a role has been understood at least since Bagehot (1873). This chapter develops a …
Such a role has been understood at least since Bagehot (1873). This chapter develops a …
Development of a methodology of evaluation of financial stability of commercial banks
The field of evaluation of financial stability of commercial banks, which emanates from
persistent existence of financial crisis, induces interest of researchers for over a century. The …
persistent existence of financial crisis, induces interest of researchers for over a century. The …
Bank fundamentals, economic conditions, and bank failures in East Asian countries
In this study, a fixed effect panel logit regression model and a split population survival time
model are used to investigate the impact of bank fundamentals and economic conditions on …
model are used to investigate the impact of bank fundamentals and economic conditions on …
[PDF][PDF] Modelos predictor de la morosidad con variables macroeconómicas
E Guillén-Franco, L Peñafiel-Chang - Revista Ciencia UNEMI, 2018 - redalyc.org
En este artículo se presenta una propuesta que analiza la anticipación del riesgo de
incumplimiento de una obligación en préstamos con problemas utilizando modelos de …
incumplimiento de una obligación en préstamos con problemas utilizando modelos de …
Financial reforms and banking system vulnerability: The role of regulatory frameworks
M Hamdaoui, S Maktouf - Structural Change and Economic Dynamics, 2020 - Elsevier
This paper aims at bringing new insights concerning the effect of financial reforms on
banking system vulnerability. We show that the link between financial liberalization and …
banking system vulnerability. We show that the link between financial liberalization and …