Search Results - subject_exact:"Early warning system"

Deep hybrid CNN-LSTM-GRU model for a financial risk early warning system

Muhammad Ali Chohan; Li, Teng; Abrar, Mohammad; … - 2026

Financial risk early warning systems are essential for proactive risk management in volatile markets, particularly for emerging economies such as China. This study develops a hybrid deep learning model integrating Convolutional Neural Networks (CNNs), Long Short-Term Memory (LSTM), and Gated...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611314

Predicting bank distress in Europe : using machine learning and a novel definition of distress

Malikkidou, Despo; Strohbach, Wolfgang - 2025

This paper develops an early warning system for predicting distress for large European banks. Using a novel definition of distress derived from banks' headroom above regulatory requirements, we investigate the performance of three machine learning techniques against the traditional logistic...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015185208

Early warning system for currency crises using long short-term memory and gated recurrent unit neural networks

Barthélémy, Sylvain; Gautier, Virginie; Rondeau, Fabien - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015108370

Show one more version 1

Early warning system for currency crises using long short-term memory and gated recurrent unit neural networks

Barthélémy, Sylvain; Rondeau, Fabien; Gautier, Virginie - 2023

Book / Working Paper

Convolutional neural networks to signal currency crises : from the Asian financial crisis to the Covid crisis

Barthélémy, Sylvain; Gautier, Virginie; Rondeau, Fabien - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014578446

Smog, not lights : tracking Bolivia's 2024-2026 recession from space

Hernani-Limarino, Werner; Eid, Ahmed - 2026

Nighttime lights are the standard satellite proxy for economic activity, but they fail to detect recessions. On a 2020-2024 panel of nine Bolivian departments, VIIRS lights match the sign of PIB growth 78 percent of the time during expansions but only 39 percent during contractions - worse than...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654701

Toward a Standard for Landslide Data : Bridging Gaps in Landslide Susceptibility Modeling and Early Warning Systems

Niyokwiringirwa, Priscilla; Gall, Tjark; Jha, Abhas K. - 2026

Landslides claim more than 4,000 lives annually and lead to approximately US$20 billion in economic losses. However, landslide hazard, risk assessment, and early warning systems remain constrained by fragmented, inconsistent, and incomplete data. This study addresses the global data gap by...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613912

Interpretable multi-model framework for early warning of SME loan delinquency

Akhmetova, Ardak; Shayakhmetova, Assem; Abdurakhmanov, … - 2026

The rapid expansion of small and medium enterprise (SME) lending has intensified the need for accurate and interpretable credit risk forecasting. Financial institutions must anticipate potential business loan delinquency to maintain portfolio stability and meet regulatory standards. This study...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614113

The credit gap as a real-time early warning indicator of financial imbalances : a South African perspective

Msiska, Wongani; Sikhosana, Ayanda; Vermeulen, Cobus - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615329

Hybrid early warning system : Integration of Z-score and machine learning for predicting financial performance of IRB in Indonesia

Mawardi, Imron; Estetiono, Andi; Widiastuti, Tika; … - 2026

Purpose This study aims to develop a hybrid Early Warning System (EWS) that integrates the traditional Z-score method with machine learning algorithms to accurately predict the financial performance and potential failure of IRB in Indonesia. Design/methodology/approach The study employs a data...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639534

Warning signal and broker’s misconduct in financial markets

Tedde, Mariachiara - 2026 - Prima edizione

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641816

Energy price crisis and crash early warning system

Yokuş, Turgut; Ay, Ahmet; Yokuş, Nihal - 2026

Over the past fifty years, numerous energy price crises and energy price crashes have occurred worldwide, defined as cases exceeding two standard deviations (large increases or decreases) from the mean of the Energy Market Pressure Index, which is constructed from energy prices and U.S....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015670552

Machine learning for predicting bank stability : evidence from the Middle East & North Africa region

Farag, Karim; Ibeh, Lawrence; Mutai, Noah Cheruiyot - 2026

Artificial intelligence (AI) has become a contentious topic in the financial services sector, especially regarding its capacity to provide more accurate bank risk predictions than the traditional econometric models. However, limited research has so far been conducted in the MENA countries. In...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015664816

Early warning systems in Indonesian Islamic banks : a comparison of Islamic commercial and rural banks

Mawardi, Imron; Al Mustofa, Muhammad Ubaidillah; … - 2023

The study examines the stability of Indonesian Islamic Commercial Bank (ICB) and Islamic Rural Bank (IRB) by employing a Markov Switching Dynamic model of two regimes, stable (tranquil) and unstable (crisis). This study utilizes monthly data between December 2007 and April 2022. Findings show...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500626

Predicting bank distress in Europe: Using machine learning and a novel definition of distress

Malikkidou, Despo; Strohbach, Wolfgang - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015199522

Identifying macrofinancial risk regimes in Malta

Gatt, William; Vella, Sarah - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596026

Time sensitive and oversampling learning for systemic crisis forecasting

De Nicolò, Francesco; La Rocca, Marianna; Marrone, Antonio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101836

New forecasting methods for an old problem : predicting 147 years of systemic financial crises

Plessis, Emile du; Fritsche, Ulrich - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373950

Show one more version 1

New forecasting methods for an old problem : predicting 147 years of systemic financial crises

Plessis, Emile du; Fritsche, Ulrich - 2022

Book / Working Paper

Valuing the economic impact of river floods and early flood warning for households in Bangladesh

Zayed, Stephanie; Morrison, Laura T. R.; Lapidus, Daniel; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330771

Tailored microprudential recommendations for bank profit retention using a risk tolerance framework

Jakubik, Petr; Moinescu, Bogdan Gabriel - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333018

Exploring corporate capital structure and overleveraging in the pharmaceutical industry

Issa, Samar; Issa, Hussein - 2025

This paper applies an empirical model of corporate capital structure, optimal debt, and overleveraging to estimate overleveraging measured as the difference between actual and optimal debt. Estimated using a sample of the twenty largest pharmaceutical firms, covering the time span from 2000 to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333730

Catalysing business engagement in early warning systems

2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329002

Technical development of countercyclical capital buffer implementation in Mongolia's banking sector

Oyungerel, Enkhbaatar; Erdenebileg, Urangoo - 2025

This paper attempts to develop a framework for implementing the Countercyclical Capital Buffer (CCyB) in Mongolia's banking sector by identifying early warning indicators of systemic risk and examining the impact of capital adequacy on bank lending. Using quarterly data from 2000 to 2024, the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015423905

Can we better predict financial crisis? : The role of Laplacian-energy-like measure

Zhao, Xian; Huang, Chuangxia; Yang, Xiaoguang; Cao, Jie; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015470795

Identifying macrofinancial risk regimes in Malta

Gatt, William; Vella, Sarah - 2025

The withdrawal of public sector intervention from Malta's housing market commenced in the early 1990s, while financial markets were liberalised in 1994. These developments were likely behind the significant expansion in credit and house price appreciation experienced over the past two decades,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015450380

The future of conflict early warning : new technologies and policy impact : workshop proceedings

2025

The workshop "The Future of Conflict Early Warning: New Technologies and Policy Impact" explored advancements in AI, data analytics, and their applications in conflict prevention. Key conclusions include the need for collaboration between policymakers and researchers to develop practical tools...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015453041

Empowering financial supervision : a suptech experiment using machine learning in an early warning system

Alonso, Andrés; Azqueta-Gavaldón, Andrés; Carbó, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015409631

The impact of temperature and precipitation on wheat production in Türkiye

Demirhan, Aslıhan Atabek; Bayraktar, Saide Simin - 2025

It is now a well-known fact that climate is changing globally at an unprecedented rate and agriculture is one of the most vulnerable sectors to this change. Considered as a significant threat for food security, climate change and its impact on agricultural practices are among the most prominent...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410490

Early warning of bubbles in the agricultural commodity market : evidence from LPPLS confidence indicators

Xu, Hai-Chuan; Tan, Yu-Zhen; Fan, Han-Xiao; Zhou, Wei-Xing - 2025

This study leverages the Log-Periodic Power Law Singularity (LPPLS) confidence indicator to effectively identify bubbles in agricultural commodity markets. We analyze five major grain price indices reported by the International Grains Council (IGC) from January 2000 to April 2023, successfully...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437814

Predicting retail customers' distress in the finance industry : an early warning system approach

Beltman, Jaap; Machado, Marcos R.; Osterrieder, Joerg R. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015441218

Real-time monitoring procedures for early detection of bubbles

Whitehouse, E. J.; Harvey, David I.; Leybourne, Stephen … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015441644

Warning on crypto assets

2025

In November 2024, the value of certain crypto-assets has significantly and suddenly increased, hitting new records. This reflects an intensifying interest in relation to crypto-assets and confirms their highly volatile nature. ESMA is cautioning investors against being caught up in this hype....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015428066

An analytical approach to credit risk assessment using machine learning models

Machado, Marcos R.; Chen, Daniel Tianfu; Osterrieder, … - 2025

This study presents a novel Early Warning System for monitoring the credit risk of commercial customers at a large international bank headquartered in the Netherlands. Traditional early warning methods often rely on backward-looking indicators such as probability of default or loss given...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015506690

Euro Area : Publication of Financial Sector Assessment Program Documentation-Technical Note on Stress Testing the Banking Sector

2025

This technical note (TN) focuses on the euro area (EA) banking sector, which has weathered a succession of shocks over the past few years with notable resilience. Strong starting capital positions, ample liquidity and a diversified deposit base allowed banks to absorb the effects of the COVID-19...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613211

Predicting European banks distress events : do financial information producers matter?

Bro de Comères, Quentin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615493

National security evaluation and early warning system of petroleum resources in China

Li, Qi; Zheng, Minggui; Dong, Juan; Luo, Ting - 2025

Amidst the constraints of carbon peaking and carbon neutrality goals (dual carbon) and high import dependence, safeguarding China's petroleum security faces intensified challenges. This study constructs a dynamic weight evaluation framework integrating four dimensions: "Availability",...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593468

Assessing the early warning capabilities of GaR : a probabilistic approach to recession detection in CEE economies

Tarta, Gheorghe-Alexandru - 2025

This paper introduces a novel application of Growth-at-Risk (GaR) as an early warning system (EWS) for predicting recessions. By transforming GaR into a classification model, we assess its ability to signal economic downturns across 11 Central and Eastern European (CEE) economies from 2005 to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550828

The influence of public listing on bankruptcy prediction in India : an AI-ML approach

Thota, Nagaraju; Puli, Sreenivasulu; Subrahmanyam, A. C. V. - 2025

This study predicts bankruptcy among Indian firms using artificial intelligence-machine learning (AI-ML) methods, demonstrating their superior performance over traditional statistical models. Addressing class imbalance through oversampling techniques such as the synthetic minority oversampling...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015551438

Green Deal Projects Success Stories : strengthening early warnings for Artic slushflows

2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015521315

Can text-based statistical models reveal impending banking crises?

Plessis, Emile du - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015590082

Disaster early warning systems and private sector participation in ASEAN : Focus on the Philippines

2025

The increasing frequency and impact of disasters across ASEAN member states require them to strengthen their resilience. Disaster early warning systems are a core component of this effort. This paper reviews regional practices with a particular focus on the Philippines, whose experience...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015629685

A reversed early warning methodology for optimal bank profit retention recommendations

Jakubik, Petr; Moinescu, Bogdan Gabriel - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015482672

AI for climate finance : agentic retrieval and multi-step reasoning for early warning system investments

Vaghefi, Saeid Ario; Hachcham, Aymane; Grasso, Veronica; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015396472

An early-warning risk signals framework to capture systematic risk in financial markets

Ciciretti, Vito; Nandy, Monomita; Pallotta, Alberto; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534148

Resilient food security information systems in the age of disruption : an ecosystem approach

Morrow, Nathan; Maxwell, Daniel; Mock, Nancy B.; Haan, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015560279

Hunger hotspots : FAO-WFP early warnings on acute food insecurity : November 2025 to May 2026 outlook

2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015508634

Risk detection through LLMs : an EU banking case study in monitoring media with AI

Sehanovic, Vedad; Bacca, Lorenz; Dietz, Charles - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015670428

Early warning system for the European insurance sector

Danieli, Lorenzo; Jakubik, Petr - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013275896

An early warning system for currency crises in emerging countries

Ferdous, Lutfa Tilat; Kamal, Khnd Md Mostafa; Ahsan, Amirul - 2022

In this study we develop an early warning system (EWS) to forecast currency crises in emerging countries in Asia and Latin America, using logit regression on monthly data from 1992 to 2011. We found that macroeconomic and institutional variables are valuable indicators for forecasting crises....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013273017

Assessing macro-fiscal risk for Latin American and Caribbean countries

Valencia, Oscar M.; Díaz, Juan Camilo; Parra, Diego A. - 2022

This paper provides a comprehensive early warning system (EWS) that balances the classical signaling approach with the best-realized machine learning (ML) model for predicting fiscal stress episodes. Using accumulated local effects (ALE), we compute a set of thresholds for the most informative...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014494272

Comparing parametric, semi parametric and non-parametric early warning systems for banking crisis: Indian context

Gupta, Neha; Kumar, Arya - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012887559