Predicting Large U.S. Commercial Bank Failures
Author : James Kolari
Publisher :
Page : 56 pages
File Size : 38,28 MB
Release : 2000
Category : Bank failures
ISBN :
Author : James Kolari
Publisher :
Page : 56 pages
File Size : 38,28 MB
Release : 2000
Category : Bank failures
ISBN :
Author : James W. Kolari
Publisher :
Page : 45 pages
File Size : 47,41 MB
Release : 2000
Category : Bank failures
ISBN :
Author : Hongjun Hou
Publisher :
Page : 0 pages
File Size : 49,4 MB
Release : 2003
Category :
ISBN :
Author : Aslı Demirgüç-Kunt
Publisher :
Page : 72 pages
File Size : 48,46 MB
Release : 1989
Category : Bank failures
ISBN :
Author : Peter Aitemine Aghimien
Publisher :
Page : pages
File Size : 45,63 MB
Release : 1991
Category : Bank failures
ISBN :
Author : Joseph F. Sinkey
Publisher : JAI Press(NY)
Page : 324 pages
File Size : 37,57 MB
Release : 1979
Category : Business & Economics
ISBN :
Author :
Publisher :
Page : 42 pages
File Size : 50,70 MB
Release : 2018
Category : Electronic books
ISBN :
This paper develops a monitoring and forecasting model for the aggregate monthly number of commercial bank failures in the U.S. We extract key sectoral predictors from the large set of macroeconomic variables proposed by McCracken and Ng (2016) and incorporate them in a hurdle negative binomial model to predict the number of monthly commercial bank failures. We uncover a strong and robust relationship between the predictor synthesizing housing industry variables and bank failures. This relationship suggests the existence of a link between developments in the housing sector and the vulnerability of commercial banks to non-performing loans increases and asset deterioration. We assess different specifications.
Author :
Publisher :
Page : 0 pages
File Size : 20,95 MB
Release : 2018
Category :
ISBN :
This paper develops a monitoring and forecasting model for the aggregate monthly number of commercial bank failures in the U.S. We extract key sectoral predictors from the large set of macroeconomic variables proposed by McCracken and Ng (2016) and incorporate them in a hurdle negative binomial model to predict the number of monthly commercial bank failures. We uncover a strong and robust relationship between the predictor synthesizing housing industry variables and bank failures. This relationship suggests the existence of a link between developments in the housing sector and the vulnerability of commercial banks to non-performing loans increases and asset deterioration. We assess different specifications.
Author : Karim A. Dhanani
Publisher :
Page : 286 pages
File Size : 23,97 MB
Release : 1986
Category : Accounting
ISBN :
Author : Ms.Brenda Gonzalez-Hermosillo
Publisher : International Monetary Fund
Page : 115 pages
File Size : 29,78 MB
Release : 1999-03-01
Category : Business & Economics
ISBN : 1451845162
This paper empirically analyzes the contribution of microeconomic and macroeconomic factors in five recent episodes of banking system problems in the U.S. Southwest (1986–92), Northeast (1991–92), and California (1992–93); Mexico (1994–95); and Colombia (1982–87). The paper finds that a low capital equity and reserve coverage of problem loans ratio is a leading indicator of bank distress, signaling a high likelihood of near-term failure. Distress is shown to be a function of the same fundamental macro-micro sources of risk that determine bank failures. Focusing on distress has the advantage that the fragility of the banking system can be assessed before a crisis actually occurs.