BANK ANALYSIS LINKS
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International Monetary Fund
Cortarrubia, L., et al, "
Loan Review, Provisioning, and Macroeconomic Linkages," IMF Working Papers, December 2000.Title:
An Incentive Approach to Identifying Financial System VulnerabilitiesTitle:
Loan Review, Provisioning, and Macroeconomic LinkagesTitle:
Emerging Market Spreads-Then Versus Now
The World Bank
The Regulation and Supervision of Banks Around the World: A New Database
James R. Barth, Gerard Caprio, Jr. and Ross Levine. Working Paper 2588. February 2001
Banking Risks around the World: The Implicit Safety Net Subsidy Approach
Luc Laeven , Working Paper 2473.
Inside the Crisis: An Empirical Analysis of Banking Systems in Distress
Asl1 Demirg��-Kunt, Enrica Detragiache, and Poonam Gupta. Working Paper 2471.
Financial Intermediary Distress in the Republic of Korea: Small is Beautiful?
Paola Bongini 2 , Giovanni Ferri 3 and Tae Soo Kang. Working Paper 2332.
Banking Systems Around the Globe: Do Regulation and Ownership Affect Performance and Stability?
James R. Barth, Gerard Caprio, Jr., and Ross Levine. Working Paper 2325.
FRBNY Economic Policy Review
July 2000, Volume 6, Number 2
Capital Ratios as
Predictors of Bank Failure
Arturo Estrella, Sangkyun
Park, and Stavros Peristiani
March 2001, Volume 7, Number 1
Using Credit Risk Models for Regulatory Capital: Issues and Options
Beverly J. Hirtle, Mark Levonian, Marc Saidenberg, Stefan Walter, and David Wright
PREDICTING INADEQUATE CAPITALIZATION: EARLY WARNING SYSTEM FOR BANK SUPERVISION
Julapa A. Jagtiani, James W. Kolari, Catharine M. Lemieux, G. Hwan Shin
Emerging Issues Series, Supervision and Regulation Department
Federal Reserve Bank of Chicago
September 2000 (S&R-2000-10R)
Standard & Poor's Corporation
Global Financial System Stress: 15 Diplay Troubled Credit Quality, July 31, 2000
Bank Rating Analysis Methodology Profile, BankRatings Service, Feb. 8, 1999
Financial Institutions Criteria Book, Bank Ratings Service, January 1999
Moody's Investor Service
17 JAN 2001
RATIOS AND US BANK RATINGS: Rating Methodology, January 2001
23 APR 1999
RATING METHODOLOGY: Rating Methodology: Bank Credit Risk (An Analytical Framework for Banks in Developed Markets).
24 MAR 1999
RATING METHODOLOGY: Moody's Research Guide for Latin American Bank Financial Statements
21 AUG 1998
15 DEC 1997
RATING METHODOLOGY: Offshore Banking Centers and Country Risk
2 OCT 1997
13 OCT 1995
RATING METHODOLOGY: Sovereign Risk: Bank Deposits vs. Bonds
Academic Papers
BANK FAILURE PREDICTION IN A FULL-POPULATION SETTING , Richard T. Henage, Claremont McKenna College
PREDICTING BANK FAILURES IN A NEWLY EMERGING FREE-MARKET ECONOMY, Eugene Kaciak, Brock University, Canada
Journal Of Financial And Strategic Decisions
Volume 10 Number 3 Fall 1997
A TEST OF THE TEMPORAL STABILITY OF PROPORTIONAL HAZARDS MODELS FOR PREDICTING BANK FAILURE
Kathleen L. Henebry
INDICADORES TEMPRANOS DEL DEBILITAMIENTO DEL SECTOR FINANCIERO ARGENTINO
Jos� Javier Bercoff, Instituto de Investigaciones Econ�micas
Universidad Nacional de Tucum�n, August, 1999
�Es posible anticipar problemas en una en idad financiera? Argentina 1994-1997
�Es posible anticipar problemas en una entidad financiera? Argentina 1994-1997
A. Anastasi, T. Burdisso, E. Grubisic y S. Lencioni
BCRA, DOCUMENTO DE TRABAJO NRO. 7, Octubre 1998
Predicting Large U.S. Commercial Bank Failures
James Kolari, Dennis Glennon, Hwan Shin, and Michele Caputo
Economic and Policy Analysis Working Paper 2000-1
OCC, US Treasury, January 2000
THE POLITICAL ECONOMY OF PRIVATIZATION: AN EMPIRICAL ANALYSIS OF BANK PRIVATIZATION IN ARGENTINA, George R.G. Clarke and Robert Cull. World Bank. Working Paper 1962. September 1997.
For How Long Are Newly Chartered Banks Financially Fragile?
Robert DeYoung
Federal Reserve Bank of Chicago WP 2000-09
Bank Failure Prediction Using DEA to Measure Management Quality
Richard S. Barr, Thomas S. Siems, Southern Methodist University. June, 1996
World-Class Statistician: Sir David Cox