Explaining bank distress in Eastern European transition economies.

By Kadri Männasoo, D. Mayes. 2009

281 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/a0a1c88f885b4e63facf4bd72038cacb15d74205

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1. Peter Sarlin
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Citations in the corpus

• Detect & Describe: Deep Learning of Bank Stress in the News (2015, background): “Many efforts are concerned with identifying the build-up of risk at early stages, oftentimes relying upon aggregated accounting data to measure imbalances (e.g., [3], [8], [2]).”
• Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks (2011, methodology): “Because we do not have specific data on the interest expense paid by banks on uninsured deposits, following Martínez-Peria and Schmukler (2001) and Demirgüç-Kunt and Huizinga (2004), we use an implicit interest rate.”
• A framework for assessing the systemic risk of major financial institutions (2009, background): “On the other hand, a number of empirical studies, including Amato and Luisi (2006), Ang and Piazzesi (2003), Duffie et al. (2007) and Männasoo and Mayes (2009), have shown that default risk is closely related to the state of the business cycle and the condition of the financial market.”
• Capital and liquidity ratios and financial distress. Evidence from the European banking industry (2017, methodology): “Following Männasoo and Mayes (2009), we carry out our estimations using the complementary log-log model (cloglog) for both the full sample and for the sample of EBA large banks.”
• Determinants of Bank Distress in Europe: Evidence from a New Data Set (2011, methodology): “For the same reason, the cost-to-income ratio that we employ is a widely used measure of bank’s managerial quality (see, e.g. Mannasoo and Mayes 2009 ).”
• Market concentration, risk-taking, and bank performance: evidence from emerging economies (2013, background): “Existing literature has examined bank capital buffers (Fonseca and Gonzalez, 2010), bank distress and financial crisis (Mannasoo and Mayes, 2009; Bongini et al., 2000), banking problems in Asian and South American in the 1980s and 1990s (Arena, 2005), and bank performance in individual countries…”
• Factors influencing bank risk in Europe: Evidence from the financial crisis (2015, background): “Inflation Log of annual change in CPI rate Inflation H9 (+) Eurostat Männasoo and Mayes (2009)”
• Predicting Distress in European Banks (2014, background): “The data limitations arising from relatively few direct bank failures in core Europe are illustrated by some recent works: Männasoo and Mayes (2009) focus on Eastern European banks, Ötker and Podpiera (2010) create distress events using Credit Default Swaps (CDS), and Poghosyan and Cihák (2011)…”
• Does Deposit Insurance Improve Financial Intermediation? Evidence from the Russian Experiment (2011, background): “Mondschean and Opiela (1999) examine the impact of changes in deposit insurance on the market for bank time deposits in Poland.”
• Should we trust the Z-score? Evidence from the European Banking Industry (2015, background): “Following Männasoo and Mayes (2009), the cloglog hazard with time-varying covariates has the form:”