Forecasting distress in cooperative banks: The role of asset quality
Antonio Fabio Forgione and
Carlo Migliardo ()
International Journal of Forecasting, 2018, vol. 34, issue 4, 678-695
This paper analyzes the drivers of financial distress that were experienced by small Italian cooperative banks during the latest deep recession, focusing mainly on the importance of bank capital as a predictor of bankruptcy for Italian nonprofit banks. The analysis aims to build an early-warning model that is suitable for this type of bank.
Keywords: Bank run; Panel logit; Cooperative banks; Bayesian logit; Monte Carlo Markov chain (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:34:y:2018:i:4:p:678-695
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