LEADER 03267nam  2200601Ia 450 
001 9910464229903321
005 20170821160726.0
010   $a1-4623-4569-7
010   $a1-4527-9346-8
010   $a1-4518-7156-2
010   $a1-282-84231-5
010   $a9786612842313
035   $a(CKB)3170000000055171
035   $a(EBL)1608124
035   $a(SSID)ssj0000940125
035   $a(PQKBManifestationID)11518058
035   $a(PQKBTitleCode)TC0000940125
035   $a(PQKBWorkID)10948366
035   $a(PQKB)10125098
035   $a(OCoLC)467921276
035   $a(MiAaPQ)EBC1608124
035   $a(EXLCZ)993170000000055171
100   $a20100902d2009      uf             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aDistress in European banks$b[electronic resource] $ean analysis based on a new data set /$fTigran Poghosyan and Martin Ciha?k
210   $a[Washington, D.C.] $cInternational Monetary Fund$d2009
215   $a1 online resource (39 p.)
225 1 $aIMF working paper ;$vWP/09/9
300   $aDescription based upon print version of record.
311   $a1-4519-1592-6 
320   $aIncludes bibliographical references.
327   $aContents; 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
327   $a4. 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
330   $aThe global financial crisis has highlighted the importance of early identification of weak banks: when problems are identified late, solutions are much more costly. Until recently, Europe has seen only a small number of outright bank failures, which made the estimation of early warning models for bank supervision very difficult. This paper presents a unique database of individual bank distress across the European Union from mid-1990s to 2008. Using this data set, we analyze the causes of banking distress in Europe. We identify a set of indicators and thresholds that can help to distinguish sou
410  0$aIMF working paper ;$vWP/09/9.
606   $aBanks and banking$zEuropean Union countries
607   $aEurope$xEconomic conditions
608   $aElectronic books.
615  0$aBanks and banking
700   $aPoghosyan$b Tigran$0873351
701   $aC?iha?k$b Martin$0873075
712 02$aInternational Monetary Fund.
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910464229903321
996   $aDistress in European banks$91949630
997   $aUNINA