LANINE, G.; VENNET, R. VANDER - Faculteit Economie en Bedrijfskunde, Universiteit Gent - 2005
trait recognition approach to predict failures among Russian commercial banks. We test the predictive power of both models … based on their prediction accuracy using holdout samples. Both models performed better than the benchmark; the trait … recognition approach outperformed logit in both the original and the holdout samples. As expected liquidity plays an important …