Bank failure prediction models: Review and outlook

Alberto Citterio

Socio-Economic Planning Sciences, 2024, vol. 92, issue C

Abstract: This paper presents a literature review of recent empirical contributions on bank default prediction. The topic has always been important in the banking and finance literature, but it gained increasing interest especially after the 2008–2009 global financial crisis. The significant consequences of bankruptcy cases have highlighted the need for managers and regulators to develop and adopt appropriate early warning systems.

Keywords: Bank failures; Financial distress; Prediction models; Financial indicators; Non-financial indicators (search for similar items in EconPapers)
JEL-codes: C53 G01 G21 G33 (search for similar items in EconPapers)
Date: 2024
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x

DOI: 10.1016/j.seps.2024.101818

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