The aim of this paper is to evaluate the contribution of several aspects of the bank-firm relationships in anticipating … the corporate default event at least one year before. Using a unique dataset on a sample of 113 co-operative credit banks …

This study investigates the efficacy of the Prophet model by Facebook with respect to forecasting bank capital ratios …. Bank financial ratios and macroeconomic information are combined to forecast total risk-adjusted capital ratios for 19 … large U.S. banks. Using a sample period from March 2005 to December 2020, in-sample results show that the model accurately …

Within bank activities, which is normally defined as the joint exercise of savings collection and credit supply, risk … importance. It is most simply defined as the potential that a bank borrower or counterparty fails to fulfil correctly at maturity …

We investigate whether banks rely on the information content in equity analysts' annual earnings forecasts when … participants, it is not clear that banks, which have access to privileged information, would benefit from publicly available … analysts' forecasts. If, however, banks do rely on this information, then more precise private information in earnings …

Standard early warning models to predict bank failures cannot be estimated during periods of few or zero failures …

- in predicting the daily stock price direction of the ten largest Eurozone banks by market capitalization. Utilizing a …

and tested on a unique dataset of private firm's bank loans of a Dutch bank. The results are promising; the model output …

as if no market prices of equity were available for the bank the forecast is made for. We do this for banks for which …Basel II Pillar 3 reports provide information about banks' exposure towards a number of risk factors, such as corporate … analyze the marginal contribution of pillar 3 exposure data to the quality of equity volatility forecasts for individual banks …

as if no market prices of equity were available for the bank the forecast is made for. We do this for banks for which …Basel II Pillar 3 reports provide information about banks' exposure towards a number of risk factors, such as corporate … analyze the marginal contribution of pillar 3 exposure data to the quality of equity volatility forecasts for individual banks …