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Banking failure prediction: a boosting classification tree approach

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Banking failure prediction: a boosting classification tree approach

dc.contributor.author	Momparler Pechuan, Alexandre
dc.contributor.author	Carmona Ibáñez, Pedro
dc.contributor.author	Climent Diranzo, Francisco José
dc.date.accessioned	2017-05-29T07:14:10Z
dc.date.available	2017-05-29T07:14:10Z
dc.date.issued	2016
dc.identifier.uri	http://hdl.handle.net/10550/58667
dc.description.abstract	The recent financial crisis shows that failure of some financial institutions can cause other banks to fail and ultimately cause damage to the financial system worldwide. Eurozone banks that experienced either liquidity or solvency problems during the finan- cial markets turmoil were bailed out by their national governments with the financial support and supervision of the European Union. This paper applies the boosted classification tree methodology to predict failure in the banking sector and identifies four key scor- ecard variables that are worth tracking closely in order to anticipate and prevent bank financial distress. The data used in this study comprises 2006-2012 annual series of 25 financial ratios of 155 banks in the Eurozone. The findings indicate that the greater the size and the higher the income from non-operating items and net loans to deposits, the more likely is bank failure; conversely, the higher the Interbank ratio the lower the chances of bank financial distress. For the sake of their own financial soundness, banks should fund lending activities through clients' deposits and should avoid relying excessively on non-recurring sources of income.
dc.relation.ispartof	Spanish Journal Of Finance And Accounting-Revista Espanola de Financiacion y Contabilida, 2016, vol. 45, num. 1, p. 63-91
dc.source	Momparler Pechuan, Alexandre Carmona Ibáñez, Pedro Climent Diranzo, Francisco José 2016 Banking failure prediction: a boosting classification tree approach Spanish Journal Of Finance And Accounting-Revista Espanola de Financiacion y Contabilida 45 1 63 91
dc.subject	Economia
dc.title	Banking failure prediction: a boosting classification tree approach
dc.type	journal article	es_ES
dc.date.updated	2017-05-29T07:14:10Z
dc.identifier.doi	https://doi.org/10.1080/02102412.2015.1118903
dc.identifier.idgrec	109681
dc.rights.accessRights	open access	es_ES