Bank Insolvency Risk and Z-Score Measures: A Refinement

By L. Lepetit, Frank Strobel. 2015

240 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b4635654f08b1bbf6448cd229847bcf6fc6d1db0

Citations in the corpus

• Political Institutions and Bank Risk-Taking Behavior (2015, unknown): “…all real numbers and is an attractive and unproblematic bank insolvency risk measure to use as a dependent variable in standard regression analysis (Lepetit & Strobel 2015). σ(NIM) is used as a second measure of bank risk-taking for robustness tests. σ(NIM) equals standard deviation of annual net…”