Bank Risk Proxies and the Crisis of 2007/09: A Comparison
Felix Noth and
Lena Tonzer ()
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
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Journal Article: Bank risk proxies and the crisis of 2007/09: a comparison (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:iwhdps:iwh-13-15
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