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How Accurately Can Z‐score Predict Bank Failure?
16 references·16 citing·42 second hopsampled
How Accurately Can Z‐score Predict Bank Failure? (2016)How Accurately Can Z‐score Predict Bank F…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide (2012)Corporate governance in the 2…Securitized banking and the run on repo (2011)Securitized banking and the r…Bank activity and funding strategies: The impact on risk and returns☆ (2010)Bank activity and funding str…Bank lending during the financial crisis of 2008 (2009)Bank lending during the finan…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Bank governance, regulation and risk taking (2008)Bank governance, regulation a…The Theory of Bank Risk Taking and Competition Revisited (2005)The Theory of Bank Risk Takin…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsCompetition and Financial Stability (2004)Competition and Financial Sta…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Sulfur Dioxide Control by Ele…Financial Contagion (2000)Financial ContagionZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…ESG controversies and insolvency risk: evidence from the insurance industry (2024)ESG controversies and insolve…Bank failure prediction models: Review and outlook (2024)Bank failure prediction model…The Financial Performance and Solvency Status of the Indian Public Sector Banks: A CAMELS Rating and Z Index Approach (2023)The Financial Performance and…FinTech innovation, stability and efficiency: Evidence from Malaysian bank industry (2023)FinTech innovation, stability…Syndicated green lending and lead bank performance (2022)Syndicated green lending and …Measuring bank risk: Forward-looking z-score (2022)Measuring bank risk: Forward-…FINANCIAL TECHNOLOGY IMPACT ON STABILITY OF FINANCIAL INSTITUTIONS (2022)FINANCIAL TECHNOLOGY IMPACT O…Bank Performance and Noninterest Income: Evidence from Countries in the Asian Region (2022)Bank Performance and Noninter…Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research (2021)Predicting Bank Failures: A S…Trustworthiness, good governance and risk taking in MENA countries (2020)Trustworthiness, good governa…Economies of scope, organizational form, and insolvency risk: Evidence from the takaful industry (2020)Economies of scope, organizat…Using the Z-Score to Analyze the Financial Soundness of Insurance Firms (2019)Using the Z-Score to Analyze …Re-exploring the nexus between monetary policy and banks' risk-taking (2019)Re-exploring the nexus betwee…Mandatory disclosure tone and bank risk-taking: Evidence from Europe (2019)Mandatory disclosure tone and…Inflation targeting and financial stability: Does the quality of institutions matter? 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(2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Large Shareholders and Corporate Control (1986)Law and Finance (1998)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? 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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2000Financial Contagion3,393 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 2009Bank lending during the financial crisis of 20082,777 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2005The Theory of Bank Risk Taking and Competition Revisited2,097 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 2010Bank activity and funding strategies: The impact on risk and returns☆1,217 cited
  • 2012Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide1,203 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?

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1,186 cited
  • 2004Competition and Financial Stability1,136 cited
  • Cited by

    • 2018Inflation targeting and financial stability: Does the quality of institutions matter?82 cited
    • 2022Measuring bank risk: Forward-looking z-score75 cited
    • 2022Syndicated green lending and lead bank performance62 cited
    • 2019Mandatory disclosure tone and bank risk-taking: Evidence from Europe58 cited
    • 2019Using the Z-Score to Analyze the Financial Soundness of Insurance Firms42 cited
    • 2024ESG controversies and insolvency risk: evidence from the insurance industry42 cited
    • 2023The Financial Performance and Solvency Status of the Indian Public Sector Banks: A CAMELS Rating and Z Index Approach39 cited
    • 2020Trustworthiness, good governance and risk taking in MENA countries38 cited
    • 2019Re-exploring the nexus between monetary policy and banks' risk-taking33 cited
    • 2020Economies of scope, organizational form, and insolvency risk: Evidence from the takaful industry28 cited
    • 2021Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research28 cited
    • 2022Bank Performance and Noninterest Income: Evidence from Countries in the Asian Region28 cited
    • 2024Bank failure prediction models: Review and outlook27 cited
    • 2017Bankruptcy profile of the Islamic and conventional banks in Malaysia: a post-crisis period analysis24 cited
    • 2022FINANCIAL TECHNOLOGY IMPACT ON STABILITY OF FINANCIAL INSTITUTIONS19 cited
    • 2023FinTech innovation, stability and efficiency: Evidence from Malaysian bank industry18 cited