Bank Failure Risk: Different Now?
CAMA Working Papaer No. 23/2012
15 Pages Posted: 4 Jun 2012
Date Written: June 2012
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: Suggested Citation