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Estimating Probabilities of Default for German Savings Banks and Credit Cooperatives
8 references·15 citing·43 second hop
Estimating Probabilities of Default for German Savings Banks and Credit Cooperatives (2006)Estimating Probabilities of Default for G…Forecasting Credit Portfolio Risk (2016)Forecasting Credit Portfolio …Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Identifying failing companies: a re-evaluation of the logit, probit and DA approaches (1999)Identifying failing companies…Separating the likelihood and timing of bank failure (1995)Separating the likelihood and…An application of the cox proportional hazards model to bank failure (1986)An application of the cox pro…Early warning of bank failure (1977)Early warning of bank failureA MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS (1975)A MULTIVARIATE STATISTICAL AN…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial distress in the banking industry: A bibliometric synthesis and exploration (2023)Financial distress in the ban…Forecasting distress in cooperative banks: The role of asset quality (2018)Forecasting distress in coope…Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks (2017)Financial Soundness Predictio…Financial distress in Brazilian banks: an early warning model, (2017)Financial distress in Brazili…Brexit and financial stability: An agent-based simulation (2017)Brexit and financial stabilit…Structural Funding and Bank Failures (2013)Structural Funding and Bank F…Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries (2013)Bank distress prediction: Emp…Corporate credit default models: a mixed logit approach (2012)Corporate credit default mode…Assessing probabilities of financial distress of banks in UAE (2011)Assessing probabilities of fi…The stability of bank efficiency rankings when risk preferences and objectives are different (2008)The stability of bank efficie…Effects of heterogeneity on bank efficiency scores (2008)Effects of heterogeneity on b…An Assessment of Bank Merger Success in Germany (2008)An Assessment of Bank Merger …Slippery slopes of stress: Ordered failure events in German banking (2007)Slippery slopes of stress: Or…Evaluating the German Bank Merger Wave (2005)Evaluating the German Bank Me…Accounting for Distress in Bank Mergers (2005)Accounting for Distress in Ba…The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Does Capital Regulation Matter for Bank Behavior? 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this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1977Early warning of bank failure960 cited
  • 1986An application of the cox proportional hazards model to bank failure559 cited
  • 1975A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS485 cited
  • 1999Identifying failing companies: a re-evaluation of the logit, probit and DA approaches386 cited
  • 1995Separating the likelihood and timing of bank failure348 cited
  • 2016Forecasting Credit Portfolio Risk106 cited

Cited by

  • 2008Effects of heterogeneity on bank efficiency scores90 cited
  • 2013Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries73 cited
  • 2011Assessing probabilities of financial distress of banks in UAE66 cited
  • 2007Slippery slopes of stress: Ordered failure events in German banking54 cited
  • 2008The stability of bank efficiency rankings when risk preferences and objectives are different50 cited
  • 2017Brexit and financial stability: An agent-based simulation44 cited
  • 2008An Assessment of Bank Merger Success in Germany

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40 cited
  • 2013Structural Funding and Bank Failures37 cited
  • 2005Accounting for Distress in Bank Mergers35 cited
  • 2005Evaluating the German Bank Merger Wave30 cited
  • 2012Corporate credit default models: a mixed logit approach28 cited
  • 2017Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks26 cited
  • 2018Forecasting distress in cooperative banks: The role of asset quality26 cited
  • 2017Financial distress in Brazilian banks: an early warning model,23 cited
  • 2023Financial distress in the banking industry: A bibliometric synthesis and exploration23 cited