Bank Failure Risk: Different Now?

CAMA Working Papaer No. 23/2012

15 Pages Posted: 4 Jun 2012

Date Written: June 2012

Abstract

Motivated by the debate over similarities between the current and previous financial crises, logit estimates reveal significantly changed linkages between observable financial ratios and probabilities of subsequent bank failure using U.S. data from the 1980s and 2008.

Keywords: bank failure, regime shift, crisis

JEL Classification: G21

Suggested Citation

Shaffer, Sherrill, Bank Failure Risk: Different Now? (June 2012). CAMA Working Papaer No. 23/2012. Available at SSRN: https://ssrn.com/abstract=2077075 or http://dx.doi.org/10.2139/ssrn.2077075

Sherrill Shaffer (Contact Author)

University of Wyoming ( email )

P.O. Box 3985
Laramie, WY 82071-3985
United States
307-766-2173 (Phone)
307-766-5090 (Fax)

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