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Creditor rights and lending relationships

Ghosh, Saibal - In: Applied economics letters 30 (2023) 9, pp. 1194-1198

Persistent link: https://www.econbiz.de/10014303835

Does efficiency bring down default risk in Indian banks?

Kanoujiya, Jagjeevan; Rastogi, Shailesh - In: The Indian economic journal 72 (2024) 4, pp. 641-656

Persistent link: https://www.econbiz.de/10014632374

Effect of rollover risk on default risk : evidence from bank financing

Wang, Chih-Wei; Chiu, Wan-Chien; Peña Sánchez de … - In: International review of financial analysis 54 (2017), pp. 130-143

Persistent link: https://www.econbiz.de/10011878189

Assessing systemic fragility : a probabilistic perspective

Radev, Deyan - In: Journal of risk 25 (2022) 2, pp. 47-74

Persistent link: https://www.econbiz.de/10014342462

Monitoring financial distress in a high-stress financial world : the role of option prices as bank risk metrics

Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - In: Journal of financial services research : JFSR 44 (2013) 3, pp. 229-257

Persistent link: https://www.econbiz.de/10010336307

Nonstationary Z-Score measures

Mare, Davide Salvatore; Moreira, Fernando; Rossi, Roberto - In: European journal of operational research : EJOR 260 (2017) 1, pp. 348-358

Persistent link: https://www.econbiz.de/10011698038

An efficient and functional model for predicting bank distress : in and out of sample evidence

Cleary, Sean; Hebb, Greg - In: Journal of banking & finance 64 (2016), pp. 101-111

Persistent link: https://www.econbiz.de/10011634266

Assessing systemic fragility : a probabilistic perspective

Radev, Deyan - 2014

We outline a procedure for consistent estimation of marginal and joint default risk in the euro area financial system. We interpret the latter risk as the intrinsic financial system fragility and derive several systemic fragility indicators for euro area banks and sovereigns, based on CDS...

Persistent link: https://www.econbiz.de/10010419854

The effect of financial distress on capital structure : the case of Brazilian banks

München, Douglas da Rosa - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 296-304

Persistent link: https://www.econbiz.de/10014249144

Analysis of auditor's reports and bankruptcy risk in banking sector in the Republic of Serbia

Stanišić, Milovan; Stefanovic, Danka; Arezina, Nada; … - In: Amfiteatru economic : an economic and business research … 15 (2013) 34, pp. 431-441

Persistent link: https://www.econbiz.de/10010343764