Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around

By Rebel A. Cole, Lawrence J. White. Journal of financial services research, 2011

448 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b2e1b9ed5e6628e28b9fb474d312ebebf97e0bd7

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Citations in the corpus

The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period:‎ A comparative study of US and Asia (2019, background): “…the following studies investigated the connection among bank capital, risk, liquidity, profitability and efficiency: Chiaramonte and Casu (2017), Cole and White (2012), DeYoung and Jang (2016), Lee and Hsieh (2013), Diamond and Kashyap (2016), Distinguin, Roulet, and Tarazi (2013), Francis and…”
Credit Unions: A Theoretical and Empirical Overview (2011, unknown): “Notable examples include (Demirgüç-Kunt, 1989; Gajewski, 1989; Thomson, 1991; Wheelock and Wilson, 1995, 2000; Kolari et al., 2002; Nuxoll 2003; Nuxoll et al., 2003; and 34 King et al, 2005; Cole and White, 2010).”
How Does Capital Affect Bank Performance During Financial Crises (2013, unknown): “Rossi (2010) suggests that brokered deposits do not directly explain bank failure, but Federal Deposit Insurance Corporation (2011) and Cole and White (2012) suggest otherwise.”
Do loan loss reserves behave like capital? Evidence from recent bank failures (2014, unknown): “Cole and White (2011) report that in their tests, loan loss reserves appear to be negatively associated with the risk of bank failure during the recent crisis.”
Capital and liquidity ratios and financial distress. Evidence from the European banking industry (2017, methodology): “More recently, a number of studies have applied the same framework to the analysis bank failures during the global financial crisis (Cole and White, 2012; DeYoung and Torna, 2013; Altunbas et al., 2015).”
The Relationship between Liquidity Risk and Credit Risk in Banks (2014, methodology): “This behavior is well-documented in the prior literature, such as Keeley (1990), Corbett and Mitchell (2000), Gropp and Vesala (2001), and Freixas et al.”
Predicting Distress in European Banks (2014, methodology): “Moreover, the paper shows that an early-warning exercise using only publicly available data yields useful out-of-sample predictions of bank distress during the global financial crisis (as also e.g. Cole and White (2012) in the case of US).”