CROSS-COUNTRY STUDY ON THE DETERMINANTS OF BANK FINANCIAL DISTRESS
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| Format: | Artículo científico |
| Language: | en |
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Fundação Getulio Vargas
2015
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| _version_ | 1876445370823737344 |
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| author | ZHEN JIA-LIU |
| author_facet | ZHEN JIA-LIU |
| contents | CROSS-COUNTRY STUDY ON THE DETERMINANTS OF BANK FINANCIAL DISTRESS ZHEN JIA-LIU Administración y Contabilidad bank cross global country distress Bank failures affect owners, employees, and customers, possibly causing large-scale economic distress. Thus, banks must evaluate operational risks and develop early warning systems. This study investigates bank failures in the Organization for Economic Co-operation and Development, the North America Free Trade Area (NAFTA), the Association of Southeast Asian Nations, the European Union, newly industrialized countries, the G20, and the G8. We use financial ratios to analyze and explore the appropriateness of prediction models. Results show that capital ratios, interest income compared to interest expenses, non-interest income compared to non-interest expenses, return on equity, and provisions for loan losses have significantly negative correlations with bank failure. However, loan ratios, non-performing loans, and fixed assets all have significantly positive correlations with bank failure. In addition, the accuracy of the logistic model for banks from NAFTA countries provides the best prediction accuracy regarding bank failure. 2015 artículo científico 0034-7590 https://www.redalyc.org/articulo.oa?id=155142201010 https://www.redalyc.org/journal/1551/155142201010/ https://www.redalyc.org/journal/1551/155142201010/html/ https://www.redalyc.org/journal/1551/155142201010/155142201010.epub https://www.redalyc.org/journal/1551/155142201010/movil en http://www.redalyc.org/revista.oa?id=1551 RAE - Revista de Administração de Empresas application/pdf Fundação Getulio Vargas RAE - Revista de Administração de Empresas (Brasil) Num.5 Vol.55 |
| format | Artículo científico |
| id | redalyc_155142201010 |
| institution | Redalyc |
| language | en |
| publishDate | 2015 |
| publisher | Fundação Getulio Vargas |
| spellingShingle | CROSS-COUNTRY STUDY ON THE DETERMINANTS OF BANK FINANCIAL DISTRESS ZHEN JIA-LIU Administración y Contabilidad bank cross global country distress CROSS-COUNTRY STUDY ON THE DETERMINANTS OF BANK FINANCIAL DISTRESS ZHEN JIA-LIU Administración y Contabilidad bank cross global country distress Bank failures affect owners, employees, and customers, possibly causing large-scale economic distress. Thus, banks must evaluate operational risks and develop early warning systems. This study investigates bank failures in the Organization for Economic Co-operation and Development, the North America Free Trade Area (NAFTA), the Association of Southeast Asian Nations, the European Union, newly industrialized countries, the G20, and the G8. We use financial ratios to analyze and explore the appropriateness of prediction models. Results show that capital ratios, interest income compared to interest expenses, non-interest income compared to non-interest expenses, return on equity, and provisions for loan losses have significantly negative correlations with bank failure. However, loan ratios, non-performing loans, and fixed assets all have significantly positive correlations with bank failure. In addition, the accuracy of the logistic model for banks from NAFTA countries provides the best prediction accuracy regarding bank failure. 2015 artículo científico 0034-7590 https://www.redalyc.org/articulo.oa?id=155142201010 https://www.redalyc.org/journal/1551/155142201010/ https://www.redalyc.org/journal/1551/155142201010/html/ https://www.redalyc.org/journal/1551/155142201010/155142201010.epub https://www.redalyc.org/journal/1551/155142201010/movil en http://www.redalyc.org/revista.oa?id=1551 RAE - Revista de Administração de Empresas application/pdf Fundação Getulio Vargas RAE - Revista de Administração de Empresas (Brasil) Num.5 Vol.55 |
| title | CROSS-COUNTRY STUDY ON THE DETERMINANTS OF BANK FINANCIAL DISTRESS |
| topic | Administración y Contabilidad bank cross global country distress |
| url | https://www.redalyc.org/articulo.oa?id=155142201010 https://www.redalyc.org/journal/1551/155142201010/ https://www.redalyc.org/journal/1551/155142201010/html/ https://www.redalyc.org/journal/1551/155142201010/155142201010.epub https://www.redalyc.org/journal/1551/155142201010/movil |