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Predicting Bank Failures in the 1980s
7 references·16 citing·47 second hop
Predicting Bank Failures in the 1980s (1991)Predicting Bank Failures in the 1980sQualitative Response Models: A Survey (1994)Qualitative Response Models: …A Proportional Hazards Model of Bank Failure: An Examination of Its Usefulness as an Early Warning Tool (1991)A Proportional Hazards Model …An application of the cox proportional hazards model to bank failure (1986)An application of the cox pro…Limited-Dependent and Qualitative Variables in Econometrics. (1985)Limited-Dependent and Qualita…A factor-analytic approach to bank condition (1985)A factor-analytic approach to…Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS (1975)A MULTIVARIATE STATISTICAL AN…Failure prediction of Indian Banks using SMOTE, Lasso regression, bagging and boosting (2020)Failure prediction of Indian …Forecasting bank failures and stress testing: A machine learning approach (2018)Forecasting bank failures and…Do Islamic banks fail more than conventional banks? (2017)Do Islamic banks fail more th…An efficient and functional model for predicting bank distress: In and out of sample evidence (2015)An efficient and functional m…Do loan loss reserves behave like capital? Evidence from recent bank failures (2014)Do loan loss reserves behave …Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries (2013)Bank distress prediction: Emp…The impact of TARP on bank efficiency (2012)The impact of TARP on bank ef…Nontraditional Banking Activities and Bank Failures During the Financial Crisis (2012)Nontraditional Banking Activi…First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks (2010)First Financial Restructuring…The economy, tourism growth and corporate performance in the Taiwanese hotel industry (2009)The economy, tourism growth a…Macroprudential Indicators of Financial System Soundness (2000)Macroprudential Indicators of…Capital Ratios as Predictors of Bank Failure (2000)Capital Ratios as Predictors …Market discipline by depositors: Evidence from reduced-form equations (1995)Market discipline by deposito…Modeling the bank regulator's closure option: A two-step logit regression approach (1992)Modeling the bank regulator's…Bank failure: an evaluation of the factors contributing to the failure of national banks (1988)Bank failure: an evaluation o…Establishing On-Site Bank Examination Priorities: An Early-Warning System Using Accounting and Market Information (1980)Establishing On-Site Bank Exa…Early warning of bank failure (1977)Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Predicting corporate bankruptcy: where we stand? 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Evidence from emerging Asian economies (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Loan Sales and the Cost of Bank Capital (1988)Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Prudential Regulation for Banks (1995)The cost of capital, corporation finance and the theory of investment (2008)Separating the likelihood and timing of bank failure (1995)The role of capital in financial institutions (1995)Banks with Something to Lose: The Disciplinary Role of Franchise Value (1996)Sub-debt Yield Spreads as Bank Risk Measures (2001)Securitization Without Risk Transfer (2009)The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* (2013)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)PREDICTION OF BANK FAILURES (1970)The probability of bankruptcy (1981)The Analysis and Use of Financial Ratios: A Review Article (1987)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)How good is the market at assessing bank fragility? A horse race between different indicators (2002)Estimating systemic risk in the international financial system (2007)Problem Loans and Cost Efficiency in Commercial Banks (1997)Determinants of Ex-Ante Banking System Distress (1999)Determinants of bank efficiency during unstable macroeconomic environment: Empirical evidence from Malaysia (2008)The Relationship Between Firm Size and Firm Growth in the US Manufacturing Sector (1987)Conversation and Cooperation in Social Dilemmas (1995)Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)Design and Analysis of Simulated Consumer Choice or Allocation Experiments: An Approach Based on Aggregate Data (1983)The Choice Theory Approach to Market Research (1986)The Determinants of Banking Crises in Developing and Developed Countries (1998)
this work references cited by second hop

References

  • 1994Qualitative Response Models: A Survey1,971 cited
  • 1985Limited-Dependent and Qualitative Variables in Econometrics.1,321 cited
  • 1986An application of the cox proportional hazards model to bank failure559 cited
  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 1975A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS485 cited
  • 1991A Proportional Hazards Model of Bank Failure: An Examination of Its Usefulness as an Early Warning Tool253 cited
  • 1985A factor-analytic approach to bank condition196 cited

Cited by

  • 2009The economy, tourism growth and corporate performance in the Taiwanese hotel industry228 cited
  • 2000Capital Ratios as Predictors of Bank Failure177 cited
  • 1980Establishing On-Site Bank Examination Priorities: An Early-Warning System Using Accounting and Market Information176 cited
  • 2000Macroprudential Indicators of Financial System Soundness162 cited
  • 2010First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks148 cited
  • 2014Do loan loss reserves behave like capital? Evidence from recent bank failures143 cited
  • 2018Forecasting bank failures and stress testing: A machine learning approach120 cited

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  • 1992Modeling the bank regulator's closure option: A two-step logit regression approach105 cited
  • 2012Nontraditional Banking Activities and Bank Failures During the Financial Crisis96 cited
  • 1995Market discipline by depositors: Evidence from reduced-form equations86 cited
  • 1988Bank failure: an evaluation of the factors contributing to the failure of national banks79 cited
  • 2020Failure prediction of Indian Banks using SMOTE, Lasso regression, bagging and boosting77 cited
  • 2013Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries73 cited
  • 2015An efficient and functional model for predicting bank distress: In and out of sample evidence72 cited
  • 2012The impact of TARP on bank efficiency69 cited
  • 2017Do Islamic banks fail more than conventional banks?68 cited