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Autore: | Poghosyan Tigran |
Titolo: | Distress in European banks : an analysis based on a new data set / / Tigran Poghosyan and Martin Cihak |
Pubblicazione: | [Washington, D.C.], : International Monetary Fund, 2009 |
Edizione: | 1st ed. |
Descrizione fisica: | 1 online resource (39 p.) |
Disciplina: | 332.1068;332.10684 |
Soggetto topico: | Banks and banking - European Union countries |
Soggetto geografico: | Europe Economic conditions |
Altri autori: | CihakMartin |
Note generali: | Description based upon print version of record. |
Nota di bibliografia: | Includes bibliographical references. |
Nota di contenuto: | 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 | |
Sommario/riassunto: | 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 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 sound banks from those vulnerable to financial distress. |
Titolo autorizzato: | Distress in European Banks |
ISBN: | 1-4623-4569-7 |
1-4527-9346-8 | |
1-4518-7156-2 | |
1-282-84231-5 | |
9786612842313 | |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910816924403321 |
Lo trovi qui: | Univ. Federico II |
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