Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales

Christian Johnson ()

Revista de Analisis Economico – Economic Analysis Review, 2005, vol. 20, issue 1, 95-121

Abstract: This paper reviews alternative methodologies and models to design systems to help in the early detection of banking distress (EWS). The pro-posed methodologies are aimed to the early identification of financial distress for countries without an important recent history of banking failure. This paper presents traditional models often used to predict currency crisis, and more advanced approaches, such as non linear neural networks models.

Keywords: E44; G21; C23; C25; C45 (search for similar items in EconPapers)
JEL-codes: C23 C25 C45 E44 G21 (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:ila:anaeco:v:20:y:2005:i:1:p:95-121

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