A dual early warning model of bank distress

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 162
Issue: C
Pages: 127-130

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop a model that estimates the joint determination of the probability of a distressed bank to go bankrupt or to be bailed out. We obtain precise parameter estimates and superior in- and out-of-sample forecasts, which demonstrate that the determinants of failures differ from those of bailouts. Overall, we provide a concrete and reliable mechanism for preventing welfare losses due to bank distress.

Technical Details

RePEc Handle
repec:eee:ecolet:v:162:y:2018:i:c:p:127-130
Journal Field
General
Author Count
1
Added to Database
2026-01-28