Distress in European banks [electronic resource] : an analysis based on a new data set / prepared by Tigran Poghosyan and Martin Čihák.

• The global financial crisis has highlighted the importance of early identification of weak banks: when problems are identified late, solutions are much more costly. Until recently, Europe has seen only a small number of outright bank failures, which made the estimation of early warning models for bank supervision very difficult. This paper presents a unique database of individual bank distress across the European Union from mid-1990s to 2008. Using this data set, we analyze the causes of banking distress in Europe. We identify a set of indicators and thresholds that can help to distinguish sound banks from those vulnerable to financial distress. 

Ämnesord

Financial crises  -- European Union countries -- Econometric models. (LCSH)

Banks and banking  -- European Union countries -- Econometric models. (LCSH)

Bank failures  -- European Union countries -- Econometric models. (LCSH)

Klassifikation

HG3810 (LCC)