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Contribution Details

Type Bachelor's Thesis
Scope Discipline-based scholarship
Title Balance Sheet and Income Statement Measures as Predictors of Bank Defaults
Organization Unit
Authors
  • Timo Bloch
Supervisors
  • Kjell G. Nyborg
  • Jiri Woschitz
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Number of Pages 67
Date 2013
Abstract Text This study investigates whether balance sheet and income statement measures of commercial and savings banks can be used as predictors of their failures. Detecting banks in distress is particularly important for regulators due to the serious and costly consequences of bank failures for the whole economy. First research work addressing this question goes back to the early 1930s. Later, the seminal publications by Beaver (1966) and Altman (1968) marked the beginning of the modern eld of bankruptcy prediction. Many researchers searched for better explaining nancial and non-nancial variables as well as better performing statistical methods in subsequent studies. Up to today, however, neither a superior statistical method nor an obviously outstanding set of explanatory variables have been found yet.
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