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MACROECONOMIC FACTORS AND SMALL BANK FAILURES
THE CASE OF THE ITALIAN COOPERATIVE BANKS
ISBN/EAN: 9783844388169
Umbreit-Nr.: 1515250
Sprache:
Englisch
Umfang: 76 S.
Format in cm: 0.5 x 22 x 15
Einband:
kartoniertes Buch
Erschienen am 05.07.2011
Auflage: 1/2011
- Zusatztext
- This research uses bank-level data and macroeconomic factors to assess the following two questions: (1) Does the external environment influence the occurrence of failure of small banks? (2) In terms of goodness-of-fit, do macroeconomic indicators improve model performance? These issues are addressed for the Italian Cooperative Banks using an unbalanced panel model. The results show that local geographical variables do matter in the estimation of the probability of failure and that model performance improves after their introduction in the analysis.
- Autorenportrait
- Dr. Davide Salvatore Mare is a senior consultant at Management Solutions. He graduated with a PhD in Banking and Finance from University of Rome Tor Vergata in June 2010. He also obtained his Master of Science in Finance from Pompeu Fabra University in July 2009. The main areas of his expertise are risk management,financial markets and instruments