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Assessing systemic fragility : a probabilistic perspective

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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

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Financial restructuring and recovery in private euity buyouts : the UK evidence

Wright, Mike; Cressy, Robert C.; Wilson, Nick; Farag, Hisham - In: Venture capital : an international journal of … 16 (2014) 2, pp. 109-129

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Bank quality, judicial efficiency and borrower runs : loan repayment delays in Italy

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Nonstationary Z-Score measures

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

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A review of the limitations of financial failure prediction research

Laitinen, Erkki K.; Camacho-Miñano, María-del-Mar; … - In: Revista de Contabilidad 26 (2023) 2, pp. 255-273

Persistent link: https://www.econbiz.de/10015395495

Bank failure prediction models : review and outlook

Citterio, Alberto - In: Socio-economic planning sciences : the international … 92 (2024), pp. 1-26

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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 value of a voluntary audit in debt financing: evidence from small privately held companies

Tervo, Sanna; Jokipii, Annukka - In: International journal of accounting, auditing and … 14 (2017) 4, pp. 291-314

Persistent link: https://www.econbiz.de/10011989408

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