Predicting small bank failures using macroeconomic factors

Davide Mare

Research output: Contribution to conferencePaperpeer-review

Abstract

We assess the dynamic influence of the economic environment on the occurrence of
financial distress in a sample of Cooperative banks. Using an unbalanced panel model, our study suggests that when small rural banks are exposed to local shocks, the occurrence of failure is more likely. This evidence implies that from a micro perspective, procyclicality matters not only for the credit crunch issue, but also for the overall stability of the banking system.
Original languageEnglish
Publication statusPublished - 6 Dec 2012
Event5th Convention on Co-operative Banks - Brussels, United Kingdom
Duration: 6 Dec 2012 → …

Conference

Conference5th Convention on Co-operative Banks
CountryUnited Kingdom
CityBrussels
Period6/12/12 → …

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