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The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress. (2014). Mayes, David G. ; Stremmel, Hanno.
In: SUERF Studies.
RePEc:erf:erfstu:78.

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Cited: 22

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  1. The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338.

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  2. Banks to basics! Why banking regulation should focus on equity. (2022). le Quang, Gaetan ; Durand, Pierre.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:301:y:2022:i:1:p:349-372.

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  3. Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research. (2021). Liu, Shuangzhe ; Sathye, Milind.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:474-:d:651714.

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  4. CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E.
    In: Occasional Papers.
    RePEc:bde:opaper:2132.

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  5. Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules. (2020). Lagasio, Valentina ; Fabozzi, Frank J ; Brogi, Marina ; Russo, Vincenzo.
    In: Annals of Finance.
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  6. The Costs and Benefits of Bank Capital—A Review of the Literature. (2020). Warusawitharana, Missaka ; Uluc, Arzu ; Straughan, Michael ; Gutierrez Girault, Matias ; DE BANDT, OLIVIER ; Palvia, Ajay ; Morgan, Donald P ; Mio, Hitoshi ; Krogh, Tord ; Hancock, Diana ; Firestone, Simon ; von Hafften, Alexander H ; Birn, Martin ; Scalone, Valerio.
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  7. The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia.
    In: Econometrics and Statistics.
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  8. Financial Stability and Bank Capital: The Case of Islamic Banks. (2020). kammoun, aida ; Daoud, Yomna .
    In: International Journal of Economics and Financial Issues.
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  9. Uncertain times and early predictions of bank failure. (2020). Goenner, Cullen F.
    In: The Financial Review.
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  10. Variability in risk-weighted assets: what does the market think?. (2020). Farag, Marc ; Esho, Neil ; Zuin, Christopher ; Bastos, Edson .
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  11. Achieving a balance between the avoidance of banking problems and their resolution—can financial cycle dynamics predict bank distress?. (2018). Karamichailidou, Giannoula ; Stremmel, Hanno ; Mayes, David G.
    In: Journal of Banking Regulation.
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  12. Forecasting bank failures and stress testing: A machine learning approach. (2018). Gogas, Periklis ; Agrapetidou, Anna ; Papadimitriou, Theophilos.
    In: International Journal of Forecasting.
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  13. Determinants of Bank Closures: Do Levels or Changes of CAMEL Variables Matter?. (2018). Mikko Makinen , ; Solanko, Laura.
    In: Russian Journal of Money and Finance.
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  14. Capital and liquidity ratios and financial distress. Evidence from the European banking industry. (2017). Casu, Barbara ; Chiaramonte, Laura.
    In: The British Accounting Review.
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  15. Determinants of bank closures : Do changes of CAMEL variables matter?. (2017). Solanko, Laura ; Mäkinen, Mikko ; Makinen, Mikko ; Mikko Makinen , .
    In: BOFIT Discussion Papers.
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  16. Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388.

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  17. Predicting bank failures: The leverage versus the risk-weighted capital ratio. (2016). Yang, XI.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141595.

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  18. Predicting bank failures: The leverage versus the risk-weighted capital ratio. (2016). Yang, Xi.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2016-15.

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  19. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network. (2015). Zigraiova, Diana ; van Tilburg, Ruben ; Vašíček, Bořek ; Stremmel, Hanno ; Sigmund, Michael ; Rodrigues, Paulo ; Peltonen, Tuomas ; Matějů, Jakub ; Kauko, Karlo ; Joy, Mark ; Havranek, Tomas ; Frost, Jon ; Detken, Carsten ; Bush, Oliver ; Bonfim, Diana ; Babecký, Jan ; Antunes, António ; Alessi, Lucia ; Rusnak, Marek ; Baltussen, Simon ; Smidkova, Katerina ; Guimaraes, Rodrigo ; Babecky, Jan ; Mateju, Jakub ; Monteiro, Nuno ; Behn, Markus ; Neudorfer, Benjamin ; Schudel, Willem.
    In: MPRA Paper.
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  20. .

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  21. Balance sheet strength and bank lending during the global financial crisis. (2013). Minoiu, Camelia ; Kapan, Tumer .
    In: Discussion Papers.
    RePEc:zbw:bubdps:332013.

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  22. Balance Sheet Strength and Bank Lending During the Global Financial Crisis. (2013). Minoiu, Camelia ; Kapan, Tumer.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/102.

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  4. Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research. (2021). Liu, Shuangzhe ; Sathye, Milind.
    In: JRFM.
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  5. .

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  6. Predicting Bank Defaults in Ukraine: A Macro-Micro Perspective. (2020). Verchenko, Olesia ; Hlazunov, Anatolii.
    In: Visnyk of the National Bank of Ukraine.
    RePEc:ukb:journl:y:2020:i:250:p:33-44.

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  7. Diagnosis of the Domino Effect in Bankruptcy Situations Through Positioning Maps and Their Evolution 10 Years Later. (2020). Torra, Salvador ; Somoza, Antonio ; Patau, Josep .
    In: SAGE Open.
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  8. Bank asset and informational quality. (2020). Chen, Lei ; Kladakis, George ; Bellos, Sotirios K.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301402.

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  9. Credit scoring in SME asset-backed securities: An Italian case study. (2019). Billio, Monica ; Pelizzon, Loriana ; Costola, Michele ; Bedin, Andrea.
    In: SAFE Working Paper Series.
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  10. Credit Scoring in SME Asset-Backed Securities: An Italian Case Study. (2019). Pelizzon, Loriana ; Billio, Monica ; Bedin, Andrea ; Costola, Michele.
    In: JRFM.
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  11. Negative interest rate, bank profitability and risk-taking. (2019). BOUNGOU, Whelsy.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1910.

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  12. Market monitoring and influence: evidence from deposit pricing and liability composition from 1986 to 2013. (2019). Prezas, Alexandros P ; Guo, Lin.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:43:y:2019:i:c:p:146-166.

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  14. Systematic risk factors and bank failures. (2018). Sun, Junjie ; Zhao, Xinlei ; Wu, Deming.
    In: Journal of Economics and Business.
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  15. .

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  16. .

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  17. Structural Funding and Bank Failures. (2015). Bologna, Pierluigi.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:47:y:2015:i:1:p:81-113.

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  18. The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress. (2014). Mayes, David G. ; Stremmel, Hanno.
    In: SUERF Studies.
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  19. Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries. (2014). Awartani, Basel ; Maghyereh, Aktham I..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:30:y:2014:i:c:p:126-147.

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  20. Finance company failure in New Zealand during 2006–2009: Predictable failures?. (2014). Douglas, Ella ; Scott, Tom ; Lont, David.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:10:y:2014:i:3:p:277-295.

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  21. The Effect of Reliance on International Funding on Banking Fragility: Evidence from East Asia. (2013). .
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:7:y:2013:i:1:p:29-60.

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  22. Determinants of the exit decision of foreign banks in India. (2012). Swami, Onkar Shivraj ; Vishnu Kumar , N. Arun, ; Baruah, Palash .
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  23. Aggregated Index for Modelling the Influence of Financial Variables on Enterprise Performance. (2012). Bărbuţă-Mişu, Nicoleta ; Barbuta-Misu, Nicoleta.
    In: EuroEconomica.
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  24. The importance of qualitative risk assessment in banking supervision before and during the crisis. (2011). Kick, Thomas ; Pfingsten, Andreas .
    In: Discussion Paper Series 2: Banking and Financial Studies.
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  25. Is there a Role for Funding in Explaining Recent U.S. Banks Failures?. (2011). Bologna, Pierluigi.
    In: IMF Working Papers.
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  26. Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress. (2011). sahut, Jean-Michel ; Mili, Mehdi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:138-146.

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  27. Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress. (2011). sahut, Jean-Michel ; Mili, Mehdi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:138-146.

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  28. A Specific Model for Assessing the Financial Performance:Case study on Building Sector Enterprises of Galati County - Romania. (2011). Bărbuţă-Mişu, Nicoleta ; Barbuta-Misu, Nicoleta.
    In: Risk in Contemporary Economy.
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  29. Is there a role for funding in explaining recent US bank failures?. (2011). Bologna, Pierluigi.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_103_11.

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  30. Failure prediction of Norwegian banks: A Logit approach. (2008). Andersen, Henrik .
    In: Working Paper.
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  31. Slippery slopes of stress: Ordered failure events in German banking. (2007). Koetter, Michael ; Kick, Thomas.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:3:y:2007:i:2:p:132-148.

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  32. Are the causes of bank distress changing? can researchers keep up?. (2006). King, Thomas ; Nuxoll, Daniel A. ; Yeager, Timothy J..
    In: Review.
    RePEc:fip:fedlrv:y:2006:i:jan:p:57-80:n:v.88no.1.

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  33. Rating Cooperative and Commercial Bank Bonds: a comparative approach. (2005). Flageole, Marc-Andre ; Roy, Jean .
    In: Annals of Public and Cooperative Economics.
    RePEc:bla:annpce:v:76:y:2005:i:3:p:407-435.

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  34. La prévision de la faillite fondée sur l’analyse financière de l’entreprise : un état des lieux. (2004). Refait-Alexandre, Catherine.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2004_num_162_1_6937.

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  35. A Review of Business Failure Prediction Based on Financial Analysis of the Firm. (2004). Refait-Alexandre, Catherine.
    In: Post-Print.
    RePEc:hal:journl:hal-01391654.

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  36. Inferring market information from the price and quantity of S&L deposits. (2003). Guo, Lin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:11:p:2177-2202.

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  37. How good is the market at assessing bank fragility? A horse race between different indicators. (2002). Laeven, Luc ; Bongini, Paola ; Majnoni, Giovanni.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:5:p:1011-1028.

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  38. Financial intermediary distress in the Republic of Korea - Small is beautiful?. (2000). Ferri, Giovanni ; Bongini, Paola ; Kang, Taesoo .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2332.

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  39. The political economy of distress in East Asian financial institutions. (2000). Ferri, Giovanni ; Claessens, Stijn ; Bongini, Paola.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2265.

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  40. When and why did FSLIC resolve insolvent thrifts?. (1999). Guo, Lin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:6:p:955-990.

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  41. Performance and access to government guarantees: the case of small business investment companies. (1996). Genay, Hesna ; William E. Jackson, III, ; Worthington, Paula R. ; Brewer, III Elijah .
    In: Economic Perspectives.
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  42. Response of uninsured depositors to impending S&L failures: Evidence of depositor discipline. (1996). Goldberg, Lawrence G. ; Hudgins, Sylvia C..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:36:y:1996:i:3:p:311-325.

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  43. Financial variables contributing to savings and loan failures from 1980–1989. (1995). Ragas, Wade R ; Harrison, Patricia .
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:4:y:1995:i:2:p:197-210.

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  44. Financial variables contributing to savings and loan failures from 1980-1989. (1995). Harrison, Patricia ; Ragas, Wade R..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:4:y:1995:i:2:p:197-210.

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  45. Principal-agent problems in commercial-bank failure decisions. (1991). Demirguc-Kunt, Asli.
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  46. Deposit-institution failures: a review of empirical literature. (1989). Demirguc-Kunt, Asli.
    In: Economic Review.
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  47. Corporate distress in Australia. (1984). Izan, H. Y..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:8:y:1984:i:2:p:303-320.

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  48. AN ANALYSIS OF THE PERFORMANCE CHARACTERISTICS OF CONVERTED SAVINGS AND LOAN ASSOCIATIONS. (1981). Hadaway, Beverly L..
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