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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

Abstract: 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)
Date: 2018
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DOI: 10.1016/j.ijforecast.2018.04.008

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Handle: RePEc:eee:intfor:v:34:y:2018:i:4:p:678-695