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Record Nr. |
UNINA9910816924403321 |
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Autore |
Poghosyan Tigran |
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Titolo |
Distress in European banks : an analysis based on a new data set / / Tigran Poghosyan and Martin Cihak |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, 2009 |
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ISBN |
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1-4623-4569-7 |
1-4527-9346-8 |
1-4518-7156-2 |
1-282-84231-5 |
9786612842313 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (39 p.) |
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Collana |
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IMF working paper ; ; WP/09/9 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Banks and banking - European Union countries |
Europe Economic conditions |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Motivation; A. Early Warning Systems for Banking Soundness; B. Examples of Uses of the Early Warning Systems; III. Methodology and Data; A. Estimation Methodology; B. Data; Figures; 1. Overview of Distress Events by Year and by Country, 1995-2007; Tables; 1. Database Overview; 2. Determinants of Bank Distress; IV. Estimation Results; A. Baseline Estimate; B. Robustness Checks; 3. Logit Estimation Results; C. Prediction Results; 4. Type I and Type II Errors; 2. Banks at Risk; 3. Assets at Risk; D. Marginal Effects |
4. Marginal Effects of Significant CAMEL Covariates5. Trade-off in the Impact on PD between Pairs of Significant CAMEL Covariates; V. Conclusion; Appendices; I. Early Warning Systems for Banking Supervision:; II. European Banking System; III. European Structured Early Intervention and Resolution; References |
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Sommario/riassunto |
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The global financial crisis has highlighted the importance of early identification of weak banks: when problems are identified late, solutions are much more costly. Until recently, Europe has seen only a small number of outright bank failures, which made the estimation of early warning models for bank supervision very difficult. This paper |
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