Front Matter
Author:
Mr. Tigran Poghosyan
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and
Mr. Martin Cihak
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https://orcid.org/0000-0002-3571-9707

Front Matter Page

European Department

Authorized for distribution by Luc D. Everaert

Contents

  • I. Introduction

  • II. Motivation

    • A. Early Warning Systems for Banking Soundness

    • B. Examples of Uses of the Early Warning Systems

  • III. Methodology and Data

    • A. Estimation Methodology

    • B. Data

  • IV. Estimation Results

    • A. Baseline Estimate

    • B. Robustness Checks

    • C. Prediction Results

    • D. Marginal Effects

  • V. Conclusion

  • References

  • Tables

  • 1. Database Overview

  • 2. Determinants of Bank Distress

  • 3. Logit Estimation Results

  • 4. Type I and Type II Errors

  • Figures

  • 1. Overview of Distress Events by Year and by Country, 1995–2007

  • 2. Banks at Risk

  • 3. Assets at Risk

  • 4. Marginal Effects of Significant CAMEL Covariates

  • 5. Trade-off in the Impact on PD between Pairs of Significant CAMEL Covariates

  • Appendices

  • I. Early Warning Systems for Banking Supervision: Survey

  • II. European Banking System

  • III. European Structured Early Intervention and Resolution

  • Collapse
  • Expand
Distress in European Banks: An Analysis Basedon a New Dataset
Author:
Mr. Tigran Poghosyan
and
Mr. Martin Cihak