Bank Risk Proxies and the Crisis of 2007/09: A Comparison
Felix Noth and
No 13/2015, IWH Discussion Papers from Halle Institute for Economic Research (IWH)
Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well-suited complement to the Z-score in studies of bank risk.
Keywords: Banking; Financial Institutions; Risk Proxie (search for similar items in EconPapers)
JEL-codes: G21 G28 G32 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cfn and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:zbw:iwhdps:iwh-13-15
Access Statistics for this paper
More papers in IWH Discussion Papers from Halle Institute for Economic Research (IWH) Contact information at EDIRC.
Series data maintained by ZBW - German National Library of Economics ().