Banking failure prediction: a boosting classification tree approach
NAGIOS: RODERIC FUNCIONANDO

Banking failure prediction: a boosting classification tree approach

DSpace Repository

Banking failure prediction: a boosting classification tree approach

Show simple item record

dc.contributor.author Momparler Pechuan, Alexandre
dc.contributor.author Carmona Ibáñez, Pedro
dc.contributor.author Climent Diranzo, Francisco José
dc.date.accessioned 2017-05-29T07:14:10Z
dc.date.available 2017-05-29T07:14:10Z
dc.date.issued 2016
dc.identifier.uri http://hdl.handle.net/10550/58667
dc.description.abstract The recent financial crisis shows that failure of some financial institutions can cause other banks to fail and ultimately cause damage to the financial system worldwide. Eurozone banks that experienced either liquidity or solvency problems during the finan- cial markets turmoil were bailed out by their national governments with the financial support and supervision of the European Union. This paper applies the boosted classification tree methodology to predict failure in the banking sector and identifies four key scor- ecard variables that are worth tracking closely in order to anticipate and prevent bank financial distress. The data used in this study comprises 2006-2012 annual series of 25 financial ratios of 155 banks in the Eurozone. The findings indicate that the greater the size and the higher the income from non-operating items and net loans to deposits, the more likely is bank failure; conversely, the higher the Interbank ratio the lower the chances of bank financial distress. For the sake of their own financial soundness, banks should fund lending activities through clients' deposits and should avoid relying excessively on non-recurring sources of income.
dc.relation.ispartof Spanish Journal Of Finance And Accounting-Revista Espanola de Financiacion y Contabilida, 2016, vol. 45, num. 1, p. 63-91
dc.rights.uri info:eu-repo/semantics/openAccess
dc.source Momparler Pechuan, Alexandre Carmona Ibáñez, Pedro Climent Diranzo, Francisco José 2016 Banking failure prediction: a boosting classification tree approach Spanish Journal Of Finance And Accounting-Revista Espanola de Financiacion y Contabilida 45 1 63 91
dc.subject Economia
dc.title Banking failure prediction: a boosting classification tree approach
dc.type info:eu-repo/semantics/article
dc.date.updated 2017-05-29T07:14:10Z
dc.identifier.doi https://doi.org/10.1080/02102412.2015.1118903
dc.identifier.idgrec 109681

View       (1.244Mb)

This item appears in the following Collection(s)

Show simple item record

Search DSpace

Advanced Search

Browse

Statistics