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Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures

Cole, Rebel A.; Wu, Qiongbing - 2009

We compare the out-of-sample forecasting accuracy of the time-varying hazard model developed by Shumway (2001) and the one-period probit model used by Cole and Gunther (1998). Using data on U.S. bank failures from 1985 – 1992, we find that, from an econometric perspective, the hazard model is...

Persistent link: https://www.econbiz.de/10015225832

Successes and Drawbacks of the Federal Reserve and the Impact on Financial Markets.

Rashid, Muhammad Mustafa - 2018

The purpose of this paper is to provide an outline of the success and draw backs of the Federal Reserve and the consequent impact on financial markets. A review of the relevant literature from Hubbard (2008) and Dowd & Hutchinson (2010) will provide insights into the success and failures of the...

Persistent link: https://www.econbiz.de/10015261790

Non-performing loans in European systemic and non-systemic banks

Ozili, Peterson K - 2019

The distinction between GSIBs (systemic banks) and non GSIBs (non-systemic banks) is driven by policy reasons. I examine the behaviour of non-performing loans in European systemic and non-systemic banks, and find that more profitable banks witness higher non-performing loans regardless of...

Persistent link: https://www.econbiz.de/10015264088

Non-performing loans in European systemic and non-systemic banks

Ozili, Peterson K - 2019

Persistent link: https://www.econbiz.de/10015264649

Non-performing loans in European systemic and non-systemic banks

Ozili, Peterson K - 2019

I examine the behaviour of non-performing loans in European systemic and non-systemic banks. The distinction between systemic banks (GSIBs) and non-systemic banks (non GSIBs) is driven by policy reasons. The findings reveal that more profitable banks witness higher non-performing loans...

Persistent link: https://www.econbiz.de/10015264716

Bank loan loss provisioning during election years in Nigeria

Ozili, Peterson K - 2019

the banking sector had high loan loss provisions when it is under-capitalised during election years. However, the election … year did not have a significant effect on the level of loan loss provisions in the Nigerian banking sector. …

Persistent link: https://www.econbiz.de/10015265484

Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers

Levy, Daniel; Mayer, Tamir; Raviv, Alon - 2020

Textual analysis of the NBER Working Papers published during 1999–2016 is done to assess the effects of the 2007–2009 crisis on the academic literature. The volume of crisis-related WPs is counter-cyclical, lagging the financial-instability-index. WPs by the Monetary-Economics,...

Persistent link: https://www.econbiz.de/10015266578

Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers

Levy, Daniel; Mayer, Tamir; Raviv, Alon - 2020

Textual analysis of 14,270 NBER Working Papers published during 1999–2016 is done to assess the effects of the 2008 crisis on the economics literature. The volume of crisis-related WPs is counter-cyclical, lagging the financial-instability-index. WPs by the Monetary-Economics, Asset-Pricing,...

Persistent link: https://www.econbiz.de/10015266597

The Paradoxical Genesis of Too-Big-To-Fail

Umlauft, Thomas - 2014

to the TBTF phenomenon. The resulting socially nonoptimal regulation favoured a fragmented and fragile banking system … deep structural flaws of the US banking system. At the same time, however, it caused a shift in the public opinion, which … successfully against reforming the banking structure and instead for the adaption of federal deposit insurance. However, the …

Persistent link: https://www.econbiz.de/10015266951

Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective

Masciantonio, Sergio - 2013

This paper develops a methodology to identify systemically important financial institutions building on that developed by the BCBS (2011) and used by the Financial Stability Board in its yearly G-SIFIs identification. This methodology is based on publicly available data, providing fully...

Persistent link: https://www.econbiz.de/10015236918