Predicting European Bank Distress: Evidence from the Recent Financial Crisis

Laura Chiaramonte and Federica Poli

Chapter 5 in Governance, Regulation and Bank Stability, 2014, pp 77-99 from Palgrave Macmillan

Abstract: Abstract The global financial crisis has brought a large number of banks to the brink of collapse, including several European banks1, stressing the importance of detecting early signals of bank distress in order to activate prompt corrective actions. Indeed, identifying weak banks early is crucial, especially when problems are identified late, as solving them is much more costly. So in light of this, it becomes critically important to make use of data and indicators that can help supervisors and investors to discover which financial institutions are at risk of distress.

Keywords: Credit Default Swap; Crisis Period; Market Discipline; Bank Risk; Credit Default Swap Spread (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-1-137-41354-3_5

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DOI: 10.1057/9781137413543_5

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