Bank Failure Prediction Models for the Developing and Developed Countries: Identifying the Economic Value Added for Predicting Failure

Asian Economic and Financial Review

关键词: Bank failure prediction;    Business;    Economic value added;    Developing countries;    Developed countries;    Financial early warning.;   

学科分类：社会科学、人文和艺术（综合）

来源: Asian Economic and Social Society

【 摘 要 】

This study used data from 2003-2013, and used a logistic model to analyze the factors that influence financial early warning systems in developing and developed countries. We employed a bank capital adequacy ratio less than 8%, Tier I capital ratio less than 4%, and nonperforming loan ratio more than one third to measure bank failure and identify the financial ratio that most accurately predicts bank failure. The results indicate that the economic value added index is more effective than other indexes in predicting bank failure in NAFTA, ASEAN, EU, NIC, and G20 nations.

【 授权许可】

CC BY