Pierre-Nicholas Rehault

Université de Limoges, LAPE

5 rue Félix Eboué BP3127

LIMOGES, 87031

France

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Scholarly Papers (1)

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Bank Insolvency Risk and Z-Score Measures: Caveats and Best Practice

Number of pages: 35 Posted: 05 Jan 2017 Last Revised: 27 Jul 2018
Vincent Bouvatier, Laetitia Lepetit, Pierre-Nicholas Rehault and Frank Strobel
University Paris-Est Créteil (UPEC) - ERUDITE, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), Université de Limoges, LAPE and University of Birmingham - Department of Economics
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Citation 2

Abstract:

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Z-score; bank; insolvency risk; risk measure