Estimating the probability of failure for commercial banks and the banking system
Data up to Jan 2025
Total Citations Per Year
Abstract
References (30)
Stochastic Processes
1962 • 1,343 citations
Introduction to Mathematical Statistics.
1971 • 804 citations
PREDICTION OF BANK FAILURES
1970 • 456 citations
A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS
1975 • 446 citations
Note on the Correlation of First Differences of Averages in a Random Chain
1960 • 408 citations
Applied Time Series Analysis for Managerial Forecasting.
1974 • 348 citations
Introduction to Mathematical Statistics.
1966 • 328 citations
Stochastic Theory of a Risk Business
1970 • 235 citations
A Simple Theory of Financial Ratios As Predictors of Failure
1971 • 135 citations
A Multivariate Statistical Analysis of the Characteristics of Problem Banks
1975 • 126 citations
Prediction of Bank Failures
1970 • 108 citations
DETERMINING AN OPTIMAL CAPITAL STANDARD FOR THE BANKING INDUSTRY
1977 • 96 citations
On the Ruin Problem of Collective Risk Theory
1961 • 92 citations
Financial Crises: Institutions and Markets in a Fragile Environment.
1978 • 85 citations
A Financial Early Warning System For Over‐The‐Counter Broker‐Dealers
1976 • 78 citations
REGULATORY INFLUENCE ON BANK CAPITAL INVESTMENT
1975 • 66 citations
A simple theory of financial ratios as predictors of failure
2011 • 52 citations
THE CAPITAL DECISION IN COMMERCIAL BANKS
1974 • 45 citations
SUPERVISORY INFLUENCE ON BANK CAPITAL
1972 • 35 citations
Determining an Optimal Capital Standard for the Banking Industry
1977 • 27 citations
A Financial Early Warning System for Over-the-Counter Broker-Dealers
1976 • 26 citations
Money and Wealth: A Review Article
2016 • 25 citations
Dynamic Modeling of Multivariate Time Series for Use in Bank Analysis
1976 • 23 citations
The Capital Decision in Commercial Banks
1974 • 16 citations
Approximations of the generalised Poisson function
1969 • 14 citations
Regulatory Influence on Bank Capital Investment
1975 • 11 citations
Integration of the normal power approximation
1972 • 9 citations
Supervisory Influence on Bank Capital
1972 • 7 citations
The ruin probability in a special case
1971 • 4 citations
Bank Capital: A Regulation Perspective
1976 • 1 citations