Predicting Bank Failures: Empirical Evidence from Asian Banks
Abdul Rahim, Raiyan (2010) Predicting Bank Failures: Empirical Evidence from Asian Banks. [Dissertation (University of Nottingham only)] (Unpublished)
This study compares different empirical models to assess the probability of failure of Asian banks; the Probit model and the Cox proportional hazard model. The determining factors are bank-specific but not confined to traditional financial indicators which only assess capital adequacy, asset quality, earnings and liquidity. Our study extends banking performance evaluation by including indicators which capture information relating to the bank’s business structure, off balance sheet items, derivative investments and credit risk.
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