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Distress in European Banks: An Analysis Based on a New Dataset

Author/Editor: Poghosyan, Tigran | Cihák, Martin
Authorized for Distribution: January 1, 2009
Electronic Access: Free Full Text (PDF file size is 1,069KB)
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Disclaimer: This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate.

Summary: The global financial crisis has highlighted the importance of early identification of weak banks: when problems are identified late, solutions are much more costly. Until recently, Europe has seen only a small number of outright bank failures, which made the estimation of early warning models for bank supervision very difficult. This paper presents a unique database of individual bank distress across the European Union from mid-1990s to 2008. Using this data set, we analyze the causes of banking distress in Europe. We identify a set of indicators and thresholds that can help to distinguish sound banks from those vulnerable to financial distress.
 
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Series: Working Paper No. 09/9
Subject(s): Banks | Europe | Bank soundness | Bank supervision | Financial stability | Databases | Forecasting models | Data analysis | Cross country analysis | Economic integration
Author's keyword(s): European Union | Early Warning System | Regulation | Early Intervention
 
English  
    Published:   January 1, 2009        
            Format:   Paper
    Stock No:   WPIEA2009009   Pages:   37
    Price:   US$18.00 (Academic Rate: US$18.00 )
       
     
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