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 …

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 …

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 …

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 …

[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 …

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 …

Development of a methodology of evaluation of financial stability of commercial banks

WKM Brauers, R Ginevičius, A Podviezko - Panoeconomicus, 2014 - panoeconomicus.org
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 …

Bank fundamentals, economic conditions, and bank failures in East Asian countries

CC Lin, SL Yang - Economic Modelling, 2016 - Elsevier
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 …

[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 …

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 …