Prediction of Banks Distress – Regional Differences and Macroeconomic Conditions

In this study we focus on distress events of European banks over the period of 1990–2015, using unbalanced panel of 3,691 banks. We identify 132 distress events, which include actual bankruptcies as well as bailout cases. We apply CAMEL‑like bank‑level variables and control macroeconomic variables (...

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Bibliographic Details
Main Authors: Małgorzata Iwanicz-Drozdowska, Aneta Ptak-Chmielewska
Format: Article
Language:English
Published: Lodz University Press 2019-12-01
Series:Acta Universitatis Lodziensis. Folia Oeconomica
Subjects:
Online Access:https://czasopisma.uni.lodz.pl/foe/article/view/3939