Predicting Large U.S. Commercial Bank Failures

Predicting Large U.S. Commercial Bank Failures PDF Author: James Kolari
Publisher:
ISBN:
Category : Bank failures
Languages : en
Pages : 56

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Predicting Large U.S. Commercial Bank Failures

Predicting Large U.S. Commercial Bank Failures PDF Author: James Kolari
Publisher:
ISBN:
Category : Bank failures
Languages : en
Pages : 56

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Book Description


Determinants of Ex-Ante Banking System Distress

Determinants of Ex-Ante Banking System Distress PDF Author: Ms.Brenda Gonzalez-Hermosillo
Publisher: International Monetary Fund
ISBN: 1451845162
Category : Business & Economics
Languages : en
Pages : 115

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Book Description
This paper empirically analyzes the contribution of microeconomic and macroeconomic factors in five recent episodes of banking system problems in the U.S. Southwest (1986–92), Northeast (1991–92), and California (1992–93); Mexico (1994–95); and Colombia (1982–87). The paper finds that a low capital equity and reserve coverage of problem loans ratio is a leading indicator of bank distress, signaling a high likelihood of near-term failure. Distress is shown to be a function of the same fundamental macro-micro sources of risk that determine bank failures. Focusing on distress has the advantage that the fragility of the banking system can be assessed before a crisis actually occurs.

Problem Loans and Cost Efficiency in Commercial Banks

Problem Loans and Cost Efficiency in Commercial Banks PDF Author: Allen N. Berger
Publisher:
ISBN:
Category : Bank loans
Languages : en
Pages : 54

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Crisis and Response

Crisis and Response PDF Author: Federal Deposit Insurance Corporation
Publisher:
ISBN: 9780966180817
Category :
Languages : en
Pages :

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Book Description
Crisis and Response: An FDIC History, 2008¿2013 reviews the experience of the FDIC during a period in which the agency was confronted with two interconnected and overlapping crises¿first, the financial crisis in 2008 and 2009, and second, a banking crisis that began in 2008 and continued until 2013. The history examines the FDIC¿s response, contributes to an understanding of what occurred, and shares lessons from the agency¿s experience.

History of the Eighties

History of the Eighties PDF Author:
Publisher:
ISBN:
Category : Biography & Autobiography
Languages : en
Pages : 594

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Interfaces in Computer Science and Operations Research

Interfaces in Computer Science and Operations Research PDF Author: R. S. Barr
Publisher: Springer Science & Business Media
ISBN: 9780792398448
Category : Business & Economics
Languages : en
Pages : 466

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Book Description
The disciplines of computer science and operations research (OR) have been linked since their origins, each contributing to the dramatic advances of the other. This work explores the connections between these key technologies: how high-performance computing methods have led to advances in OR de ployment, and how OR has contributed to the design and development of ad vanced systems. The collected writings-from researchers and practitioners in Computer Science, Operations Research, Management Science, and Artificial Intelligence-were among those delivered at the Fifth INFORMS Computer Science Technical Section Conference in Dallas, Texas, January 8-10, 1996. The articles advance both theory and practice. Presented are new approaches to complex problems based on: metaheuristics (neural networks, genetic al gorithms, and Tabu Search), optimization and mathematical programming, stochastic methods, constraint programming, and logical analysis. These ad vanced methodologies are applied to new applications in such areas as: telecom munications network design, financial engineering, manufacturing, project man agement, and forecasting, airline and machine scheduling, vehicle routing, mod eling and decision support systems. Featured is a remarkable paper by keynote speaker Fred Glover, creator of the Tabu Search family of metaheuristics. In it he develops the principles of memory-based heuristic methods, contrasts them with the popular genetic algorithms and simulated annealing, provides a sweeping survey of application vignettes, and points to promising avenues for future research.

History of the Eighties--lessons for the Future

History of the Eighties--lessons for the Future PDF Author:
Publisher:
ISBN:
Category : Bank examination
Languages : en
Pages : 736

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Misunderstanding Financial Crises

Misunderstanding Financial Crises PDF Author: Gary B. Gorton
Publisher: Oxford University Press
ISBN: 0199986886
Category : Business & Economics
Languages : en
Pages : 296

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Book Description
Before 2007, economists thought that financial crises would never happen again in the United States, that such upheavals were a thing of the past. Gary B. Gorton, a prominent expert on financial crises, argues that economists fundamentally misunderstand what they are, why they occur, and why there were none in the U.S. from 1934 to 2007. Misunderstanding Financial Crises offers a back-to-basics overview of financial crises, and shows that they are not rare, idiosyncratic events caused by a perfect storm of unconnected factors. Instead, Gorton shows how financial crises are, indeed, inherent to our financial system. Economists, Gorton writes, looked from a certain point of view and missed everything that was important: the evolution of capital markets and the banking system, the existence of new financial instruments, and the size of certain money markets like the sale and repurchase market. Comparing the so-called "Quiet Period" of 1934 to 2007, when there were no systemic crises, to the "Panic of 2007-2008," Gorton ties together key issues like bank debt and liquidity, credit booms and manias, moral hazard, and too-big-too-fail--all to illustrate the true causes of financial collapse. He argues that the successful regulation that prevented crises since 1934 did not adequately keep pace with innovation in the financial sector, due in part to the misunderstandings of economists, who assured regulators that all was well. Gorton also looks forward to offer both a better way for economists to think about markets and a description of the regulation necessary to address the future threat of financial disaster.

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions PDF Author: Jiri Podpiera
Publisher: International Monetary Fund
ISBN: 1455200573
Category : Business & Economics
Languages : en
Pages : 34

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Book Description
This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly data over 2004 - 08 for 29 European LCFIs. The results from a dynamic panel data estimator show that LCFIs’ business models, earnings potential, and economic uncertainty (represented by market expectations about the future risks of a particular LCFI and market views on prospects for economic growth) are among the most significant determinants of credit risk. The findings of the paper are broadly consistent with those of the literature on bank failure, where the determinants of the latter include the entire CAMELS structure - that is, Capital Adequacy, Asset Quality, Management Quality, Earnings Potential, Liquidity, and Sensitivity to Market Risk. By establishing a link between the financial and market fundamentals of LCFIs and their CDS spreads, the paper offers a potential tool for fundamentals-based vulnerability and early warning system for LCFIs.

Financial Crises Explanations, Types, and Implications

Financial Crises Explanations, Types, and Implications PDF Author: Mr.Stijn Claessens
Publisher: International Monetary Fund
ISBN: 1475561008
Category : Business & Economics
Languages : en
Pages : 66

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Book Description
This paper reviews the literature on financial crises focusing on three specific aspects. First, what are the main factors explaining financial crises? Since many theories on the sources of financial crises highlight the importance of sharp fluctuations in asset and credit markets, the paper briefly reviews theoretical and empirical studies on developments in these markets around financial crises. Second, what are the major types of financial crises? The paper focuses on the main theoretical and empirical explanations of four types of financial crises—currency crises, sudden stops, debt crises, and banking crises—and presents a survey of the literature that attempts to identify these episodes. Third, what are the real and financial sector implications of crises? The paper briefly reviews the short- and medium-run implications of crises for the real economy and financial sector. It concludes with a summary of the main lessons from the literature and future research directions.